i'm talking about music
I believe you are referring to "movements." It is customary not to applaud in between movements if you go to a classical music concert. You can think of it like an Opera that has several scenes (this is just a very simple analogy for you to understand).
If you are referring to a "section" withing one piece of music, then it is a different story (but in that case, it would just be called a "section!").