What format do you use for your books? AFAIK series information is only shown for books in fb2 format.
If you are using EPub you are out of luck. Series information for EPubs aren't really defined in the standard - at least not in EPub 2. Calibre uses its own extensions to the book metadata to store this information. It wouldn't be too hard to extract the series information from EPubs generated by Calibre, but since Pocketbook doesn't release the sources for the bookshelf app the community can't fix it...