How do I get my songs in I-Tunes to play consecutively with Windows 8?

In the Songs view hold down CTRL and click any empty checkbox. Alternatively use CTRL+A to select all, then right-click and click Check Selection from the pop-up menu.

I'm assuming you're not using checkboxes to manage what gets synced to any devices, otherwise you'll want to capture the current set of checked tracks into a playlist first and sync with that in future.

tt2