How to play more than one part of the course continuously

Hello,

I have subscribed to a course in iTunes U which contains mainly audio files - above 100 files with a short duration.

Cana you please give me an advice, how can i leave the application playing the parts one after another, wuthout having me to go and launch each part? This behavior exists in Podcasts, but I do not know hot wo achieve it in iTunes U.

Thank you!