Hi Eli - welcome to mobileread
I am familiar with downloading news via Calibre but not a method I often use because I tend to prefer kindlefeeder.com just a personal pref thing.
How are you trying to get your feeds into your News collection? Are you not able to manually click to the right on a feed on your Kindle and assign it to a collection? Or is it that you're looking for Calibre to do this automatically for you? (Not actually sure if this is doable btw but someone should know) Just clarifying what you want to do - hopefully someone has an answer for you.