If I understand you correctly it can very easily be done.
In Calibre, view your books the way you can see the series (hide cover grid).
Mark all books/series you want added to the collection.
Right click while over one of them, choose Edit metadata -> Edit metadata in bulk
Custom metadata->My Shelves: Write "Award Winners".
Ok.
This assumes you have set up Calibre to handle collections and use the name "My shelves" (it can be anything you like of course).
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