Hi manikomio,
Yes, copies should be separated. However, please note that we recommend perforated papers so you can easily separate the forms.
Please refer to this IRS article: General Rules and Specifications for Substitute Forms W-2 and W-3. Find (Ctrl+F or Command-F) the word "perforat" (perforations) to see the sections that have instructions about it.
If you have other questions in mind, feel free to go back to this thread.
