All you should need to do is connect your Kobo to calibre via the USB cable, let it do its stuff then safely disconnect again.
If this doesn't work then:
- make sure you've set Preferences | Import/Export | Sending books to devices | Metadata management to 'Automatic management'
- make sure you've ticked the options for creating Collections in the config screen of your calibre Kobo driver (either KoboTouch or KoboTouchExtended)