That is not a built-in feature of MusicBee.
You would need other software to do that. Perhaps CueTools can do it, maybe foobar2000, I don't really know.
To find out about it you could do a google search for something like: 'merge multiple audio tracks cuesheet'
If you find something that does what you want, maybe it can then be set up as an external tool in MusicBee.
Just curious: why would you want this?