There wouldn’t really be much for the documentation to cover, since all of this would be more of a personal convention that you develop in your project. There isn’t a universal “right way” to work on multiple volumes in a single project (and in fact some people do not even prefer to keep them together in the same project, and will create a new project for each volume, with a separate project for all of the collective research).
Here are a few resources to get you started:
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We have a case study feature Monica McCarty on serial novels—not quite a box set, but a good number of the concepts should be applicable:
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Here are a few threads found on the forum:
- Can Scrivener handle multiple projects at once.
- Writing a Book Series.
- Multiple books in one Scrivener.
- Single vs. Multiple Scrivener Files (general discussion on the theory of keeping things together or apart).
- Multiple related books in same binder.
And that is just one search for “multiple books”. You may find more with some different search terms (I don’t recall the phrase “box set” being used very often however).