Burning mp3 files to cd for use in regular cd player

I have audio books in mp3 format and wish to burn them to cd. These are multiple files, like individule chapters. My question is will they play as a continous story or do I need to join them first?

 

They are supposed to play consecutively. The thing is that if you want to burn them into a CD and they are audio books, maybe they won't fit (all of them).

 

Thanks, I expect to need multiple cds for a couple of them.