How to concatenate (link) music selections

Audacity 2.1.1. on Win 10.

I have a few symphonies in 4 separate movements. I would like to crate a file that links the movements so they play as one selection, as with a CD. Would appreciate it if someone would tell me the keyword I want to investigate–or otherwise, how to do it in audacity.

I answered an almost identical question here: https://forum.audacityteam.org/t/put-4-files-back-together-into-1/55904/2