Actually.. it's bullshit. If playing a game online infringes the game maker's copyrights, then playing a guitar online infringes the guitar maker's copyrights.
Generally not, at least if it is produced in any quantity. Typically, they are protected by design patents and industrial design rights.
As an example, in Canada, if you produced less than 50 of an item like a guitar, you could copyright it. Basically this is intended to cover an artist making sculpture. If you are making it for utilitarian purposes to be widely distributed, you use the other methods in the law for protecting your designs.