Typically, for multi-disc sets, I will use the Album title as the main grouping. For example, I have a "Sounds of the '70s" 3 disc set. I set the Album names to:
Sounds of the '70s Disc 1
Sounds of the '70s Disc 2
Sounds of the '70s Disc 3
After that, the songs can be numbered sequentially. All of them show up together when sorted alphabetically and when viewing by album, I can still play all of the tracks as they were grouped by the recording label.
To my knowledge, there is no way to get them to automatically renumber the songs so that Track 1 on Disc 2 shows up as Track number 12 on the only disc in the library.

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