I have only one collection (I think) of books.
To help me get it clearer:
download books to computer. drag and drop to calibre. First time I just then sent the book to my reader, didn't do anything at all. Only had around 10 books.
Next time, do the same, except in calibre I highlighted the book, then went to the edit meta and note the book as which its location was in the series, put in the tag and if there wasn't a description added my own to help me know what book it was, or went to the internet and collected info to create a description.
For those which were in a series, I made sure to add the last one first, then the second and down the line so when they showed up in the list they were in correct order.
Then, sent them to my reader. Later when I turned on my reader to read a book, the books were there on the screen, but the books were "all messed up". I was looking at the screen, maybe I should have used my brain and not expected the collections, where it shows all unread books and realized they wouldnt' show them in any order.
I went to collections and some are still out of order, one in one and other in another theme (murder, romance, and such)
Did that clear it up?
Mybe I just need more patience and try to figure it out better, when my brain decides to function. Note to self: Do not try to make sense of reader and anything connected to it when brain is in stupid mode.
Janette