Insert the DVD disc into your computer's DVD-ROM drive. With a bit of luck, the disc will be recognized by DVD Profiler. If not, you can Insert by Disc ID (you may have to untick the box Download from Invelos) and complete the data if necessary.
Final step is to edit the box set profile: go to Box Set Contents in the profile and add the individual movies to the box set. Once you have completed this, you will have a box set parent profile and "child profiles" for the individual movies.

Quoting GiulioP:

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what if I am using an ultrabook which does not have a dvd-rom drive?

See this post.

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is the disc ID written somewhere on the disc itself so that I can manually insert it?

Unfortunately not, and even if you had it there is no way to enter it manually. 

Bulkedit might also be useful. It adds the following menus to DVD Profiler:

Collection/Flagged/Clone to DiscID...                          This will create a copy of the profile using the discID of Disc#1

Collection/Flagged/Clone Children From DiscIDs...    This will create child profiles using the discIDs of the master

In both cases, you get the chance to select specific fields to include or exclude from the cloning process. A couple of advanced options are available that trigger off the text of the disc descriptions.

Edit: And I forgot about:
(1) Using XML and CSV Import, where you can create a profile using only the ProfileID, one form of which is "I" followed by the 16 digit discID.
(2) In the spreadsheet editor, right click on the ProfileID column and you can "Add Manual Profile." Then you get a template for adding a profile of type "M" (manual) or "I" (discID). (I should add this to the main menu someday.)