I hate to say it, the answer is by shelf management! Just make sure that you have the info in calibre, and also that calibre is configured for automatic metadata management.
When you initially connect, send books and disconnect, no series info will be populated.
When you RECONNECT then and only then will the Kobo database be updated with the data from the series columns in calibre.
Of course, even with this, the books will not be sortable within a collection by series info; this is why many of us (ok... some of us... (ok... I know *I DO*)) use a plugboard to prepend the series name and series index to the book's title.
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