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MarjaE - reading your original post I assume you're dealing with something published in instalments in the form of HTML files - or something similar.
I suggest you create a book using the Add Books->Add Empty Book option like this
That will create an empty EPUB to which you can add/replace/delete instalments in the form of HTML files using the EPUB Book Editor. If the Book Editor is not in your toolbar you may want to add it via Preferences->Toolbars - it's the Blue book with a spanner.
You can add HTML files to the EPUB you created via the File->Import option, and you can remove and delete HTML files via options in the right click menu in the Book Editor's Files Browser panel.
The Manual for the Book Editor is here ==>>
Editing E-books
And there's a video tutorial for the Book Editor on this page ==>>
calibre - Watch it in action
BR