Each movement has a distinct tempo and structure in regard to its intended position within the complete piece. For example, it is customary for the 1st movement in a symphony to be allegro or allegretto, the 2nd andante or adagio, the 3rd a scherzo or menuet in allegro or allegretto, and the 4th allegro, vivace, presto, etc.
In concerts it is customary to applaud when the entire work is completed, not between movements. However, it must be noted that during the classical era it was commonplace to applaud subsequent to the completion of each respective movement. In fact, applause was sometimes so loud and unyielding that conductors would simply play movements again.