Yes, it's possible to display the player and transcript for separate audio files on the same Pop Up Archive page, listed one after another.
There are two ways to achieve this:
1) In the upload form, simply drag and drop multiple items.
2) Click “Add Files to Item,” select the next audio file, and repeat for as many files as you would like to add onto a single audio Item page.
The files will remain separate, but playback from one audio file to the next will be automatic.