For Car or Limousine MPV, Don’t need, you just sit along with the journey, the vehicle will drive to the counter for immigration clearance.
For Coach or Bus, Yes, you should alight for the clearance procedures. The driver will be waiting at the checkpoint exit and kindly remember the vehicle plate number to avoid boarding the wrong vehicle.
At the entering country’s checkpoint, you should bring down all your belongings for scanning and declaration purpose.
for Eg, Singapore to Malaysia, you should bring your luggage and belonging down for checking at Malaysia customer. Same applies at Singapore custom when you are returning from Malaysia to Singapore.