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Hyphens in compound names?

I am editing a historical novel with many Native American characters (not written by a Native American) and some of these characters have names consisting of three or more words like "Running From Bear".

Is there some rule regarding this situation? Should there be hyphens between the words in names like this that are made up of more than two words (like Running-From-Bear)? Or is it acceptable to leave out hyphens? Or is either acceptable?