Go back to Spaceclaim. You have one surface with six faces. You need six surfaces.
The simple way to get six surfaces is to pick one face, type Ctrl-C then Ctrl-V. That will copy the face and paste it in as a surface. Do that five more times and then delete the surface with six faces.
On the Workbench tab, click the Share button. Now the mesher will mesh all six surfaces with a connected mesh, but you will be able to assign a different material to each surface.