There's no dedicated feature for box sets in DVDpedia at the moment but what you can do is enter the movies separately to keep track of information that might be different for each movie such as credits, features or release date, and then link the entries together so that you know which movies are part of the same set.
To link entries, hold down the Command key to select the various entries in the table view, make sure the info view below the table view is showing (you can toggle it with the ‘i’ button in the toolbar) and drag the entries over the info view.
That’ll create a link in the info view showing you which movies are linked to each other.
If you only want to link the entries to one entry, make sure that's the last one you select (so it's the one showing in the info view) and then drag your selection of entries over that entry. (Don't worry - the entry selected won't link to itself.)
If you want to link all the selected entries to each other, hold down the Option key while you drag the entries over the info view.
You could go even further to keep your box sets together and add a common title before each individual movie so they will be sorted together in the table view.
You'll find some illustrations on how the linking feature works here: http://bruji.com/articles/2008/03/07/did-you-know-linking-entries-and-box-sets/