You don't say why you want all the questions to show up on one page, but, as I'm supervising the building of a music theory course, I'm guessing that you want users to be able to play the sound file over and over again.
As far as I know, it isn't possible to make multiple lesson questions appear on one page.
BUT, if you put the sound file link in a page that opens a second window, then tell users to keep the window open, you can present one question at a time and users can play the sound file as often as they wish.
To link to second lesson, you need to go to lesson settings, create a dependency for the second lesson based on completion of the first, then go to the first lesson and set the jump at the end of the lesson to go to the second lesson.
Setting the jump depends on the second lesson already existing! So, you will need to create a second lesson *before* you can set the jump in the first. (Hint: create the second lesson with minimal content beyond a title or something.)
About the statistics, you would need to investigate permissions (maybe permissions overrides) for a lesson. The statistics are available to the teacher n the lesson's "Reports" tab. I don't know how to share those statistics with students. John Isner, who is very active on Using Moodle, is an expert to contact about how to set up permissions. If, indeed, it is possible to do.