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Bookcat, I have a friend without Wi-fi and he sideloads his Amazon purchases by USB just like you plan to do except he has an older model.
Here is some additional information on collections which I think will ease your worries. When you create a new collection, you will get a pop-up that tells you that your collection will not sync with the cloud until you are online. If gives you the option to select ignore and then it creates your collection just fine anyway. So, yes, you can create collections without Wi-fi.
When you add a book to a collection that was sideloaded and not from Amazon then you get a pop-up message telling you that the book can't be synced with the cloud. Just click it and all is good. Your book is still added to the collection.
If you are sideloading a book which is an Amazon purchase and still protected by DRM, then I suspect you may not get this warning message because it might recognize it should exist in your cloud purchases.
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