A couple of different ways to do this: Go to Analysis, Model Analysis, change to Mass Properties and click Compute. If you don't have a material file or simple density assigned to each part it will prompt you for it's density. To specify the density manually you will need to open each part and go to Setup, Density and key it in. Save the a part and repeat. Best practice to use material files which contain a bunch of useful info for more in depth analyses and Mechanica.
Often I use a grossly simplified model to represent something highly complicated. When I say highly complicated I mean that it's not worthwhile adding all the detail . If you can determine the total weight W (by weighing the item or by asking the manufacturer), then you can calculate what I call an artificial density for the part. Go into ANALYSIS to get the volume V of the simplified rendition. Then set mp_mass()=W/V as long as your mass units are consistent with the units used in the division.