Collections can be created on the Kindle itself, albeit in a clumsy and awkward manner, but the hacks that allowed you to manage them in bulk no longer work -- this is solely because we don't have a jailbreak. (You can still jailbreak, you just need to use the serial port, a non-trivial task.)
The other option is to just show series info in the book.
The mobipocket formats (MOBI7 and KF8/AZW3) do not support series as a metadata field, however, you can insert the series in the title. That is what many people, myself included, do.
See in calibre: Preferences ==> Import/Export ==> Metadata plugboards
As long as you have the series info properly filled out in calibre, the titles of books will be automatically updated with the series when you send-to-device.
My plugboard:
Code:
{title}{#subseries:| (|, }{#subseries_index:|Book |)}{series:| (|, }{series_index:|Book |)}
(Ignore the custom columns.
EDIT: Yes, that means you probably want to delete my
grayed-out custom columns, unless you wish to duplicate my setup -- else you will get a template error.)
Shows up as "title
(subseries, Book #)(series, Book #)"