The iPod, unfortunately, always puts a tiny gap between tracks, a small fraction of a second. It's noticeable. However, you do have the ability in iTunes (the host computer software) to fuse the CD's tracks together into longer ones when importing the music into the computer, and then they will play with no gap on the iPod. On the other hand, that makes it harder to listen to the movements separately.

I'd like Apple to fix the gap issue; it seems like it ought to be possible, since iTunes itself (and some rival MP3 players) can play the tracks gaplessly.

The arrangement of tracks depends on the people who made the recording; most classical CDs today have the pieces divided into movements, and that division will be preserved on the computer and the iPod unless you tell iTunes to join the tracks together.