Right now the only way to add books to shelves is go Library | Shelves then either
- Create a new shelf
- Type in the name
- Hit Next
- Select Add Books
- Select the desired books
- Select Create
- or hit the box at the end of an existing shelf and select Edit
- Select Add Books
- Select the desired books
- Select Create
It has been suggested to Kobo that letting people add books to shelves from the Book view would be useful; we'll have to wait and see.