If you bought the Kindle books through Amazon, you can add them to categories on the Amazon site. Go to the Manage Your Content and Devices page (http://www.amazon.com/mn/dcw/myx.html#/home/content/booksAll/dateDsc/), select the books you want to add collections, and then click Add to Collections.
Unfortunately, they don’t let you do that with Docs, even if you they are now on your cloud. :( I bought about a dozen DRM-free eBooks from StoryBundle and had to move them to categories one at a time on my Kindle. :(