1. Open iBooks
2. In the upper left hand corner there is a button entitled Collections, if select it you can create new Collections within iBooks.
3. Once you have created a new Collection, in the upper right hand corner there is an Edit button. Select Edit, you will now be able to select any book you want.
4. Once you have your books selected there is a Move button in the upper left hand corner, select it and now the list of your Collections will appear, select which Collection you want to add the books to, then select the Done button in the upper right hand corner.