Originally Posted by Mrs_Often
These collections are called "shelves" in the Kobo devices. At the moment I don't think Calibre can organise anything into shelves. The only way to make shelves and add books to them is from the device itself. But who knows, things might change in newer Kobo firmware, and then we'll need a Calibre update as well...
Shelves are the kind of feature that Kobo tends to make incremental changes in. Right now, one huge challenge is that kobo can only sync kepubs, so having shelves sideloaded friendly (in terms of surviving a reset for example) is not happening. I think we can reasonably expect that Kobo will add in other things, like a greater ease adding books to shelves in future releases.
I am positive that we will see great things happening with shelves/collections through the calibre driver. It's not my story to tell.