Making the pieces just like you showed in the pic involves a long process : first you need to sculpt the pieces out of clay, or 3D print them or whatever can get you hard masters of the pieces.
Once you have that, the next step is indeed to make a mould of each pieces then cast copies out of latex, that you can tint in black or paint over with the plastidip or both. It can also be run in urethane, just like the movie suit, which has its pros and cons against latex. That's roughly the process to get the pieces in the pic. If you wanna go that road, I suggest getting your hands on some tutorials first, about clay sculpting and mould making. Can't really help with the sculpting as I've never attempted it, but Smooth-On, the brand that sells a lot of materials needed for mould making and casting has a youtube channel with quite a few good tutorials and there are tons of other tutorials on youtube. Now you don't have to go that road, it's possible to get good results with foam and plastitip which is easier, especially if you're new to all this.