This type of functionality is not available in Sheetmetal MFG.
If you want to have several contours / parts with bridges, you need to generate them already this way before adding them to the sheet. You could either use parts with the geometry of multiple sheetmetal parts merged or sketched geometry output to DXF (DXF shapes can be read into Sheetmetal MFG).
I agree that this would be a nice new feature and hence encourage you to file it as a Product Idea. Of course the number of users of Sheetmetal MFG is small compared to the users of core functionality in Creo. Hence we will have to see, how many votes the idea will get in future, to be selected as an enhancement for a future version.