How do I combine these clips ?

Hi guys and gals , I'm returning to Adobe Premier after short break and I'm still new to the interface so please pardon my questions , that being said . . . . .

I'm trying to combine all of the clips in the project panel ( approx 20 clips ) into one (1) single clip . For exp. in another non linear editing program I can take these 20 clips and transform them into one single continuous clip and then name the clip. Therefore instead of clicking on each and every single clip  , I can now click on these 20 clips that has been combined into a single clip.

How is this done in Premiere pro CC ?

Thanks.