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It's possible to get that kind of look in Photoshop or Illustrator, but it would take a lot of time. I agree with $1r_M4x1mu$ that the characters in the example image were probably done using 3D software. It's more economical for big companies like LEGO to build 3D models because they can re-use them in many different advertisements and company graphics.

The rest of the image besides the characters themselves can easily be done in Photoshop.

You can of course make a similar looking composition by taking a 3D-looking graphic or photo of the characters and placing them into a similar looking composition.