Calibre must have a copy of the book in its library folder tree. There is no way to alter this in any fashion.
If you don't have room for your current ebook folders and a copy of the books in calibre's then the solution is to delete the copies not in calibre. You would need to import the books in small batches and then delete the originals.
You can set calibre to use a "watch folder" for automatic adding books and calibre will do the deletions for you. You can enable this in Preferences, in the Adding Books section and on the Automatic Adding tab. You could then move a small number of books at a time into the folder specificed in the preference. Calibre will then import those books and delete the originals after each import is completed.
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