Creating a Box Set
Why and How
In our modern world of ebooks, a boxed set has a similar meaning. Instead of someone having to buy all the books one at a time and filling their Kindle with listing after listing of the books, they just buy one "box set" of the series. They have one, single entry on their Kindle system. When they read it they can just read it straight through without having to stop and hunt for the next book. If you only have 5 books on your Kindle you might not realize what the big deal is. If you have 5,000 books on your Kindle and you're trying to read a 31-book series from an author who has 200 different books, you can see why this might be a huge help. Amazon lets you sort by title and by author but not by series. Trying to track down books in a series from a prolific author can be a nightmare.
For that reason I am an enormous advocate and fan of box sets. They are greatly helpful for readers. Readers tend to love them. And if you price them right they can be a great sales generator. Readers who just wouldn't buy the books singly might jump on a box set for a variety of reasons.

When I got to book 10 I created the box set. In essence I made a new Word document and I copied all the books 1-10 into that Word document in order. I put the cover of each book before its section in the book, so readers could keep track of where they were in the storyline. I created a cover for the box set which made it clear that this entity contained books 1-10 in the series. I then published this new entity, naming it a box set. Note that I did NOT add it to the Amazon series entity because that would make the series listing confusing (and throw off the numbering). This is now just a standalone new book.
Normally the very last page in each book in a series links to the next book. This immediately-in-front-of-their-face link (with a cover image) is critical for read-through on a series. So now at the end of each book (book 1, book 2, etc.) I have both a link to the next book in the series AND to the box set version. That way readers who read book 1 and like it have the option to either keep reading them one-at-a-time or to buy the box set. Either way they have an option.

It's also worth noting that, for short stories, I don't make paperback versions of each short story. There just aren't enough pages in the story to make a book out of them. So for those, the first time there's a print version available is when that first boxed set is created. That is now of a length that a paperback version is feasible.
For my longer novels it depends on the series. I created a box set for the first three books in my Aspen Allegations full-length mysteries because I then took a break. That way those readers could enjoy the first three as a unit. For my medieval novels, I boxed them into groups of four based on type of content. So people who wanted stories of wholly chaste women who did not do anything but kiss before the wedding could enjoy those easily.
A paperback version of those longer boxed sets depends on the length. I did, indeed, make a paperback version of the Aspen Allegations - Birch Blackguards - Cedar Conundrums trilogy. It ends up being HUGE like War & Peace. I find that incredibly unwieldy to hold in my hands and read. So I'm not sure, once a book gets that enormous, that it's really ideal for the paperback version.
Amazon Categories for Boxed Sets
There is an Amazon category for "mystery anthology" for example but I really wouldn't put your boxed set into a category like that. How many people go on Amazon saying "I want a really good anthology today"? Instead, put the box set into the categories it belongs in. Epic sci-fi. Cozy mystery. Whatever it is. You want people to find it when they're browsing for your type of storyline.
In summary, a box set is simply another way to market your material that appeals to a certain group of reader. The one who doesn't want their Kindle cluttered with lots of individual books when they can have one simple button to click to read the material.
Here's how to make the cover for a box set!
Making a Multi-Book Cover for a Box Set
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