I have 4 sprites together, sitting in an empty object called Player, as the name says, it’s protagonist, and also as I said, there were 4 sprites, is there a way to dictate precise collision box of it? Of each sprite and of Player?
On top of that, is there a way to tell “Draw me all boxes” ? So that I will see how Unity interprets my will 
?
Use “collider” components to decide the areas of collision for your objects. Each object can have it’s own collider (though keep in mind if you have a rigidbody on a parent object, it will affect colliders of all children - ignore this if you aren’t using rigidbodies).
There are many kinds of colliders (box/circle/mesh/etc.). 3D and 2D colliders do NOT interact with each other, so pick one or the other for your game. Colliders will automatically be shown inside the scene view when your object is selected.
I recommend watching a unity collision tutorial, there’s a few things about collision specific to unity that you’ll probably want to know about. Learn game development w/ Unity | Courses & tutorials in game design, VR, AR, & Real-time 3D | Unity Learn