Couple questions....Cloud app on the phone or website? Are you in the 'artist' view or the Songs view?
If you are in the songs view, it should play all of the selected songs without regard for the artist. If you are in the artist view, select multiple artists and then tap play and it should create a playlist of all artists.
To play more than one song at a time, you have to select the songs you want to play.
I listen to music using the phone Cloud app, mostly in artist view. What I was seeing was that when I opened an artist's folder and select a song to play, when that song was finished, it would not advance to the next song on the list, but just stop playing.
I was "playing" more with the Cloud phone app and I did find one way to play all the songs in an artist folder in succession: I would select the artist folder, then using the pull-down menu on the app selected "Play All". Then all the songs in the folder played without stopping.
Thanks NJ-Magicman for your reply. Until recently I stored songs on my Android phone and played them using the phone's music app. Now that I'm playing songs from the Cloud, I just need to get the hang of it.