Players like WMP don't support multi volume discs.
MP3Tag offer various options to renumber the tracks.
If you have no numbering at all, look up the album in an online database.
Select all the directories by selecting a top-level one

If needed sort by album title or directory.

Select the Auto numbering Wizard

Now you have a consecutive numbering
    Select a single directory and start with a value like 101 for disc 1, 201 for disc 2, etc.

After combining the albums you have them sorted by disc/track.

I have all my classical music organized by work. Therefore, if there is a problem with a track or it is simply missing, it is convenient to know its original track number
Add a disc number to all the tracks. This is the DISCNUMBER track in IDV3.
Choose Convert > Action and define an action, call it DiscSet

      Choose  Format value as the type of action. 
      The  field the action is applied to is the track
      The  action is:
  $if($less(%track%,100),$add($mul(%discnumber%,100),%track%),%track%)
        $mul(%discnumber%,100) - multiply the discnumber by 100
        $add($mul(%discnumber%,100),%track%) - add the track number
        $if($less(%track%,100),$add($mul(%discnumber%,100),%track%),%track%) do this if the track is below 100 only.
Select  all the tracks
      
      Apply  the action
    Now  you combine them in one album you have them ordered by CD and within a CD by track while preserving the original  track number.