Hit the little arrow to the right-hand side of the Add Books toolbar icon in Calibre and select the option that corresponds to how the files are stored on the CD. Then when the file selector dialog comes up point it at the CD.
Note that with that number of books it can take a LONG time. You might prefer to do it in smaller batches.
Note that you did not need to delete the existing Calibre library to keep its existing contents and get rid of the redundant files. The library Maintenace option I mentioned would have done that for you.