Hi there and welcome to the Wowza support forum.
You can play them sequentially as video on demand streams, but this only works for Flash clients:
How to insert a pre-roll or mid-roll for video on demand playback in Flash RTMP client
Or you can play them sequentially as a live stream. This option works across clients and protocols.:
How to do scheduled streaming with Wowza Streaming Engine (ServerListenerStreamPublisher)
I hope this helps you.
Salvadore