If you want to 'keep a name together' as a complete unit you can enclose it in additional curly braces (just like you would do for 'corporate names': Using a 'corporate author' in the "author" field of a bibliographic entry (spelling out the name in full)), so here you would say
\documentclass[british]{article}
\usepackage[T1]{fontenc}
\usepackage{babel}
\usepackage{csquotes}
\usepackage[backend=biber, style=authoryear]{biblatex}
\begin{filecontents}{\jobname.bib}
@book{names,
author = {{Dionysius Periegetes}
and {Didymus the Blind}
and {Pliny the Elder}},
title = {A Theory on Brontosauruses},
year = {1972},
publisher = {Monthy & Co.},
location = {London},
}
\end{filecontents}
\addbibresource{\jobname.bib}
\addbibresource{biblatex-examples.bib}
\begin{document}
Lorem \autocite{sigfridsson,names}
\printbibliography
\end{document}

For many intents and purposes that is probably enough. If you want to shorten the names in citations, you may want to look into using the shortauthor field
\documentclass[british]{article}
\usepackage[T1]{fontenc}
\usepackage{babel}
\usepackage{csquotes}
\usepackage[backend=biber, style=authoryear]{biblatex}
\begin{filecontents}{\jobname.bib}
@book{names,
author = {{Dionysius Periegetes}
and {Didymus the Blind}
and {Pliny the Elder}},
shortauthor = {Dionysius and Didymus and Pliny},
title = {A Theory on Brontosauruses},
year = {1972},
publisher = {Monthy & Co.},
location = {London},
}
\end{filecontents}
\addbibresource{\jobname.bib}
\addbibresource{biblatex-examples.bib}
\begin{document}
Lorem \autocite{sigfridsson,names}
\printbibliography
\end{document}
