You create a box set by creating a profile (add new profile with "download from Invelos" un-ticked) then add the individual profiles in the Edit profile window ("Box set contents" tab). So you need the individual profiles first.

I do not know this trilogy box set but assuming it contains all disks but no separate packages, you should add by disk-ID. One can do this if your PC has a BluRay disk reader.

Alternatively, if you don't have a BluRay reader, you can either wait for them to appear in the online database (can take a long time...) or use stand-ins as follows.
Most likely the individual disks will have been released in your locality as well. Assuming the disks in those releases are the same as in your trilogy box (very likely because producing different disks is an unnecessary cost for the distributor), you can add the individual titles. For eacht title copy the disk-ID (found in the Edit profile/Disks secton) to the UPC/EAN place (menu DVD -> Change UPC). Then create the box set and add them to the box set.

ATTENTION if you take this approach do NOT contribute to the online database, as you've not verified content and disk-ID to actuals.
But you then have the titles locally, can use the Watched by..., see cast and crew etc etc.

And in due course you can check if anyone having a BluRay reader has contributed the boxset properly... when it does you can download, copy/paste the personal data from the stand-ins and remove the stand-ins.

Got it done.

Thanks for all the help!