[GeoffR]

You can create a collection for every series using Calibre, but that takes some extra setup.

What I do instead is just enable the "Set series information" option in Calibre's KoboTouch driver and set the metadata management option (Preferences > sending books to devices) to automatic, so that the series name shows up in the book information on the device. (Note that you need to reconnect the device to Calibre a second time after transfering the books for the series information to show up).

Then I can just search for the series I want, select it from the pick list, and I get a list of all the books in the series. No collections needed.

(The books in the screenshots are synced kepubs, but it works exactly the same for sideloaded epubs).