Dealing with Omnibus and Anthologies can require different handling. Besides splitting the stories into separate files, you can try the following:
Stories from a single series can be entered as the next book in the series normally. So if you had books 1-2 individually and then an omnibus of books 3 & 4, you would enter it as the third book. What should be the 5th book now becomes book 4. While accurate, it does skew things if you're trying to keep track of the titles, book sequence and order.
Anthologies, since they contain the works of multiple authors and series, require a slightly different approach. Don't provide any series info (unless the anthology is a series itself - "Years Best Fiction 1975").
For both book types, enter the titles, authors (if applicable), series and series index within the comments associated with the book. Doing so allows you to find these types of books via Search, but not if entered as fieldname:"search term(s)" (because it will only search the named field - not the comments field).