For the Lie algebra, Ado's theorem gives a faithful linear representation $\mathfrak{g}\rightarrow \mathfrak{gl}_n(K)$ for some $n$. Of course, if $G=G_1\times G_2$ is already linear, then we can represent $\mathfrak{g}=\mathfrak{g}_1\oplus \mathfrak{g_2}$ by block matrices, and take the natural representation for the linear Lie algebras $\mathfrak{g}_1,\mathfrak{g}_2$. In the example here, $SE(3)$ is already a linear Lie group. A basis for its Lie algebra is given here.