Hi,
Obviously many of H G Wells's works are readily available at Prj Guttenberg and elsewhere. Adelaide.edu.au have a good collection, both fiction & non fiction.
Wells wrote about 88 (?) short stories many are available as individual texts however they have a single vol of 65 (the index says 67, Time Machine & a duplicate of Pearl of Love being the other 2).
HG Wells Short Stories
Other than actually buying John Hammonds 'The Complete Short Stories of H G Wells' which includes various works not included in other anthologies, this ebook is as near to a definitive collection as you're likely to find, - unless of course you have better info