There are many ways to add multiple Albums to MC. Simply, select whatever you want to play, and select Play, or add them to Playing Now, and then play what is in Playing Now.
The simplest way to add all Albums for a specific Artist to Playing Now, and have them play is:
Open the "Audio > Artists" View.
Find the Artist you want to listen to. Rather than a single Cover Art image in this View, you will see a fan of multiple images for all their Albums.
Click on the fan of images.
Hover your mouse over the images and a small menu will display. Click the Play menu item.
The Artist's Albums will all be added to Playing Now for the Zone you are playing to, and begin to play. Check Playing Now to see what I mean. Watch MC progress through all the tracks. Shuffle them if you wish.
Note that there are settings in the MC Options that change the way it behaves. If the above doesn't happen for you, then you probably need to review settings. But I think with that menu item the above will always work.
