[Cdesja5]

I haven't figured that one out yet... However, you can "create" collections manually within Aldiko and then add your books to them by adding the books for the collection by tapping the little triangle to the extreme right of the collection name. When you tap "add books" you get a pop-up with all your book titles in alphabetical order and can check off the ones you want in the collection.
If I could figure out how to get my series info into the Calibre "tag" column that would allow the process to be "automated" since Aldiko does organize by tags as well as "Books", "Authors" and "Collections"... I just haven't cared enough to research it but you could get an answer from the Calibre forums. (Ask if possible to get series info into tags column, not how to add to Aldiko as they won't have the answer to the latter...I've already checked on that, they say it's an Aldiko issue, not Calibre's.)