They don't need to be classified by disk. Just put all the files in one directory, start up DOS, and change to the directory your Win3.11 files are saved in. Then type Setup, choose your settings, and it'll install very quickly without even needing to change disks. Much less work than waiting for the floppies to finish installing.
Just did it myself a few days ago with no problems
. Only caveat is that if there's a 512 file limit in non-root directories, WFW might go a bit over - Win 3.11 non-Workgroups was 462 (417 without optional drivers).