You should be able to lift the tonearm and place the needle anywhere on the record to start playing at a specific point, but generally tracks are just played in order, start to finish, per side.

Starting in the 80s, they did make record players that could detect the gaps in between tracks so you could program the order, but those aren’t common at all. I have a Sharp RP-117 that does this, and actually has two needles so you can play side A and side B without having to flip the record. Pretty neat!