what format are your books? if they are pdf they will automatically go into the documents folder.
if you convert the pdf's to epub they'll go into the books folder for you.
* you can select all of your books (if pdf) in calibre and click the convert button it should be defaulted to epub, once calibre is done doing it's thing you can send all of the books to the kobo.
if, of course, your books are not pdf then i'm not sure. you'll have to let us know what format they are in first before we could go further.
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