If your description is accurate and I understand you correctly, you probably want to write multiple data tracks in a single session. This is not possible.
What you can do is write a data track in one session, close the session, then begin writing the second session with the second data track linked to the previous one. When you write the last track you should also close the whole disc.
If you insist on writing multiple data tracks in a single session, why do it at all? If you have all data ready for burning at one point in time, you can merge it all together and write it in a single track.