The orange box icon is a Collection Instance.
It can't be edited, it's just a link to some other collection, that needs to be edited.
To import assets from other files, make sure to use File > Append the collection.
Then it's imported with all objects as separate items.
Importing all objects as separate items using File > Append
Select all blocks and enter edit mode (TAB), change pivot point to active element.
then enter vertex select mode (number one on horizontal numbers on keyboard above Q)
Select all verts and click on one of the bottom verts so you have that one as active. Press 1 on number pad (right numbers). Use move tool (G) and right after press Z to move blocks down to ...