Repeating what theducks said: search for all books with a series (series:true) then create the catalog.
Alternatively, abandon the catalog and use a plugboard (Preferences / Plugboards) to put the series into the title when you send the book to the Tolino. Something like this
Code:
{title} {series:|(|}{series_index:| [|])}
will make the title for the book be
Code:
Title (Series [Index])
Put the series first if you want the Tolino to sort by series then Title.
EDIT: Or leave off the series name if they are always in collections.