Thanks to all those responding!
@kovidgoyal & Zetmolm, what I do in the windows files explorer
1. Sort by name
2. Click on first item
3. Hold down Shift key
4. Press down key until I reach the bottom
5. Click and hold on first item
6. then drag & drop into Calibre
Anyway because it's a huge collection that I'm doing the drag & drop, I just let it be (whatever order they turn out in Calibre) since I don't want to add them one by one.
