Keep them on the device
Copy the folder of books onto the device, then add that folder under Settings > Sources. One archive file (zip / cbz / 7z / cb7), one EPUB, one PDF, and "one folder of images" each count as a single book. A folder of images reads straight through as one book even if it is divided into chapters inside. A folder that also contains archives or PDFs, however, is treated as a shelf rather than a book.