You select "print one at a time" in the tools menu (cura until 15.04)
The limitation is that one-at-a-time only works with items of max 50mm high. Otherwise they would be knocked over by the xy axis.
The 50mm is called the gantry hight and can be changed in machine settings in case you use a different printhead.
You select the mode you want in the Tools-menu. "One at a time" will be disabled automatically if one or more objects are tall enough to hit the gantry. You'll get a warning about this at the bottom of the window.
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