Multi disk games whats the setup?

[StevieMac 3]

I've just got my PS1 setup on the Shield TV & I've got Final Fantasy IX but it has 4 disks. 
So I've set this up using the folder trick but now have 4 games in my list one for each disk of FFIX is this the best way for it to work?
The first disk works but whop know's when I need to swap to disk 2 if Hyperspin knows what to do or gives an option to link to it?
Has anyone checked what happens?
Is there an option like in UAE where you add multiple disks in one file?

Thanks