its called a block change, your instructor should make you familiar with it, there are situations where it is appropriate.
the main use of block changing is when you shift down through the gears. going 5,4,3,2,1, on approach to a stop is considered bad practice because it diverts attention from the road and creates unneccessary tasks and causes excess wear on the clutch and gearbox. a block change down from 5th or 4th to 2nd or 1st is usually the most common use of block changing. you are expected to do that on your test and the examiner should check to see if you are doing it. for example if you are approaching a junction where you know you wil need to stop, you apply the brake with it in 5th or 4th (depending on the situation) and you do not change gear until you get your speed right down, then change directly into 1st. changing down through each gear in that situation is considered a bad habit and unneccessary.
when you are taught block changes you are also taught brake gear overlap, which is appropriate for use during your block change down and an important part of maintaining control of the car. i guess you were not taught this either if you were not taught block changes?
a block change up the gears is not required on a test, or considered good practice in general, however it is recommended that if you hit the limit of a gear you block change up 2 gears, but that is a recommendation designed for average drivers (think your mother here) and it is not something i would do unless i was taking it easy AND i was in a situaiton where i was forced to leave it in a certain gear for longer than i usually would when taking it easy. for example you leave it in 1st to the rev limiter because you're pulling away while going round a very tight bend and need to get up to speed, so i hit 30mph in 1st and then slip it into 3rd, missing out 2nd.