Five cds into one.How

Just joined the forum and am basically clueless about tags etc.Sorry.
On my mp3 player my music is stored on a micro sd card.Each cd titie has a folder and cover art.So a five disc compilation is displayed as five separate cover arts and folders.Is there a way I can convert to one titie,one folder,one cover art pic despite the number of cds its made up of?Hopefully I have explained myself.The files are already tagged etc by someone else so I assume they need to be redone.Hopefully there is a process for dummies like me to follow.

I think that most players group files by ALBUMARTIST, ALBUM - so you would have to make sure that these 2 fields show each the same data for each track, e.g.
ALBUM = Greatest Hits of all

Further to the info that @ohrenkino provided, you can also add discnumber/totaldiscs along with the similar track/totaltracks field to increase the sort order accuracy. These will all help the player you choose to keep things tidy.