Wouldn't that imply that Nokia is not a good phone to use for ereading?
Really, it (WinPhone) doesn't have good market share/reputation at all, and you are far more likely to find a viable option with either Android or iOS -- both of which have various ereader app choices. calibre can send books directly to Marvin/Kindle/GoodReader on iOS, and on Android I am pretty sure any app will scan your storage for books.
Apparently, Microsoft has finally come out with a file manager for their pseudo-operating system

see here:
http://www.zdnet.com/microsoft-makes...le-7000030064/ Note the amusement of the commenters.
Perhaps if you can figure out where the app stores its books, you can customize the save template so calibre puts them there?
Perhaps Kovid/someone can do something about putting books in app storage like is done for iOS?