It depends what version of Acrobat you're using.
- In Acrobat 8-3D you can use the 3D Toolkit application to combine the DAE models, save to U3D and place into a PDF.
- In Acrobat 9 Pro Extended you can use 3D Reviewer to merge the models by copying then into one base file - a little more fiddly but it works fine.
- In Acrobat X Pro you cannot create 3D objects from DAE files at all, you would need a third-party solution to translate them into U3D such as those sold by Tetra4D and Right Hemisphere.
The result of any of the above will depend on the registration of the parts being correct (so a file containing a screw lines up with the other file containing the part with a hole). If they don't register then you'll need to position them all by hand in 3D Toolkit or 3D Reviewer.