Grant's link doesn't work (for me, anyway), so I'll attempt to answer your questions briefly (although you probably could answer them yourself with a bit of search engine magic).
First, no, you still have to restore them one by one. Check out the RESTORE documentation for the syntax for multiple backup sets on one device.
Second, it depends how you're doing your backups in the first place. Check out the BACKUP documentation, use maintenance plans or try Ola Hallengren's universally acclaimed scripts.