At present the only way to compile volumes (or order individual scores for that matter) is to send me email; the email link is the envelope icon at the bottom of each page.
You can bundle any selection of individual songs into custom songbooks. You can even have them printed and shipped to you like the standard songbooks, but be aware that these are one-off print-on-demand jobs so they cost about twice as much as the standard songbooks. (Printing and binding companies charge much less per book when the orders are for large quantities.) More likely you will want the PDF format if you make a custom compilation.
To make a custom songbook, simply choose the songs that interest you on the offerings page, and when you review your order you will find a checkbox labelled “Compile a Songbook”. Check it, and the list of songs (in your shopping cart) can be rearranged by dragging the rows. The maximum page count of a songbook is 50 pages. Draggable divisions will be automatically inserted if necessary, to make multiple volumes; or you can insert divisions yourself, in case you want shorter songbooks. You can also choose your own title to appear on the cover of each volume. The format of the books created in this way will be just like the standard songbooks.
A good way to test this is by making a compilation of the three free songs, which are indicated by free in the price column on the offerings page. Try it out and hopefully it will be clear.