How to work with a lot of folders in Visual Studio, each has its own Makefile

I'm currently taking a course on C++. All code for this course has approximately this structure:

cpp-class (folder)
  - Cube.cpp
  - Cube.h
  - main.cpp
  - Makefile
cpp-memory (folder):
  - main.cpp
  - foo.cpp
  - Makefile

and so on, many folders.
To run a script, the teacher heads to a directory, runs make, and then runs the script, all in a terminal.
I want to know, whether there is a way to work with all of this code as one project (or solution) in Visual Studio, such that I don't open each folder as a solution.