Welcome to the forum
Open the tag window (if you don't see the Album Artist field showing, click the icon - top left of the tag window to see it)
Select the tracks and verify that "Multiple Artists" (or Various Artists, whatever you use) is in the Album Artist tag field; if not type it in. This will group all individual tracks by album that might have been split.
If you are also talking about physically moving/regrouping the files to something like x:\Music\Multiple Artist\Album Name, you can do this by selecting the files and right clicking=>Library Tools=>Rename, Move, Copy (or F6 as a shortcut).
Then choose Rename files in the top box, and fill in the Find what and replace with boxes (eg. X:\Music and x:\Music\Multiple Artist\) you would probably want to check the option to move all files in the folder also). This could be set as a "preset" too (bottom button on the left.
Check out the preview pane before clicking. If there are a lot of files, U might want to choose a couple of the soundtracks to make sure you did this right until you get the hang of it.
Hope this helps
PS - If for some reason you have manually moved files externally, you might find some "dead" or broken links. Simply rerun autoimport. If fix broken links (protect drives) is checked in the import configuration, this should sort them.