This is very inconvenient because, being a classical music album, it is meant to be listened with the tracks played in a certain order.
First, welcome to the community!
I'm sure you'll fix the splitting. I remember having this issue, too, early on. As was said, make sure the Album name is the same for all tracks. Also, that they have the same cover art and I'm pretty sure they need to have the same Album Artist as well (not 100% sure about this). Sometimes, characters copied from various sources will not be treated as "the same" even though they look identical on the screen (this is a MacOS thing, I believe). So what I do is this:
1.) Select all tracks
2.) Open the Tag View
3.) Type the information in the respective tag field
This makes sure that all selected tracks get exactly the same information.
Also, regarding tracks being played in order, you'll love the "linked tracks" feature. You can highlight tracks (say all movements of a classical composition) then right click and select Library Tools from the pop-up contextual menu, then select "Link Tracks". This will ensure that when you play one track, the others will be played in the correct sequence as well, automatically. Especially when you make Playlists with classical works this will play all movements of compositions in the correct sequence even when you shuffle the playlist (if all the tracks are properly linked shuffling will shuffle compositions, not tracks). This is essential for me when playing classical music.
Good luck, you will get to love MC more and more as you discover new things to do with it. Also, don't hesitate to ask questions here, there are some very knowledgeable and helpful people on this forum and I cannot thank them enough for the support they have given me. It allows me to enjoy MC beyond my original wildest dreams.
cheers,
Hans