Do you mean to say your books aren't showing on the Kindle itself? Or that they aren't showing checkmarks in the main library view? Can that be because you never added the books to calibre (required)?
If they aren't showing checkmarks in the main library view, and the books are in calibre, you will need to match each book to the library (there is a right-click option in Device view) before the plugin can build collections using the library metadata.
As for the jailbreak query -- non-touch Kindles store the collections database in the userstore, which means the plugin can edit that file without a jailbreak. The device itself is capable of being jailbroken.
