Yes, you can add more than one track (song) into your Live Tracks Concert!
Each Set file will hold the tracks you need for one song. Add another set for the next song and so on. You’ll only be limited by MainStage’s own instrument channel strip limit (1023 in a single concert) and the ability of your computer’s specs to keep up with what you’re wanting it to do from a RAM and processing standpoint. You can also add the keys patches you'll want to play live into that set as well.
For all the installation and tutorials videos for Live Tracks head here.