They will be bookmarkable, chapterised, and in a single (or maybe 2 or three depending on the length of the book) file which OSX and iOS recognise as being audiobooks.
You'll need one of several available files.
1) Audiobook Builder:
http://www.splasmsoftware.com/audiobookbuilder ($$)
2) Audiobook Binder: free from the Mac App Store
3) Audiobook Maker: free in beta on Sourceforge.
I have the first, which I bought because the others were not yet available. Its never let me down. I have also trialled the second, but its so similar in function to the first, I felt no need to hang onto it. I can't answer for the third.
If you are fed up with having to create playlists, get one of these, run your audiobook MP3s through, and enjoy. (I have posted about these before but in the context of other threads in which the posts were ignored, presumably because nobody could see the value. This time, instead of dismissing them, go have a look).
If you are on Windows or Linux, you'll need to do your own Google or Duckduckgo search, I am certain that there will be similar applications on those platforms.