Well, for Unity, Unreal or Godot engines, if you know the format used to store them, what can perfectly differ from a game to another, even if they use the same engine, yes.
If it's a RPG Maker game, yes, it's totally possible, the format is known and easy to deal with.
If it's a Ren'Py game, well... It depend if the game rely on sprites or full images. In the first case, yes it is possible and easy. In the second you'll have to use an image edition software to detour each character model in order to extract it of each render.
But there's another point to take into account, the legality of all this.
For Ren'Py, the issue is secondary, there's probably no devs that would sue you because you used their sprites or a part of the images they created.
For RPG Maker, the assets can be copyrighted by someone that would sue you. But most of the games in fact use free assets, so the risk is low.
For Unity, Unreal or Godot, it's something radically different. While there's no known case of Daz (by example) suing someone for the illegal use of assets for which they own the rights, it is perfectly known that they regularly control people using their assets for dynamic games, in order to ensure that they own the license to do so.
