If you have the driver configured properly, the series information will be added the next time you connect the device. This will happen for all books that are on the device and match a book that is the calibre library.
For books that are not in the calibre library, you can use my Kobo Utilities plugin to manage the series info on the device. This is done from the device list and the function is called "Manage series on device" or something like that (I can't check right now).
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