Nope.. they are just packed within one path.. or one model dunno
But you might have noticed some addition that most other units don't have..
watch the object editor exactly, the Castle has some additional animation/model tag.. which uses third upgrade or else.. dunno the exact name.. but you have to add an additional tag that chooses the right model for you, else it will be the town hall all the time, just search a bit in object editor, should be under "graphic - ??" part, something like animation tag or else