I use Calibre to send all my books to the reader and it's set to automatically add books into their own Collections by series and tag. I also use a metadata plugboard to name my books "Title [#] Series" also set within Calibre. Then when you go to the reader library, select "My Collections" and you'll see other books in the same series and the numbers will also be listed.
This thread will get you started. If I had to set books into collections manually on the reader for each book, there's no way I'd even make use of collections at that point.