I store all my music on an external hard drive. When I click on an album iTunes opens but only plays one track. Is there any way I can play a whole album or multiple albums?
Given that you say you're clicking on an album, and iTunes opens, it sounds like you're playing your music from the Finder folder, and not using iTunes itself. If you double-click a song, even if it's within the album's folder, you're just asking for that song.
Once iTunes is open, if you double-click and play a song from iTunes, it'll keep playing the whole album, or whole selection of songs that you've chosen.