It should be fine to skip around. Each "olympiad" includes 5 problems of varying difficulty, but each of the olympiads stand alone and are at the same level. You can pick at random, if you feel like it.

If I recall correctly (and I have volume 2, not the one you're looking at) there is an index of problems by problem topic, so you can even pick and choose problems in a particular area of interest, or reinforce the solution to one problem with another problem that uses the same math skills...