Uploading the Image and Json to a Storage its not enough to create a Collection. That data is stored off-chain and its not on Solana network, so you have to create the NFTs somehow providing the JSON uri, that how you said you can use metaplex/js create method to create the NFT!.
So in order to group them all as collection first you will need an NFT that will work as the collection parent, where its metadata will work as portrait of ur NFT collection on wallets and its ID will work to group them together. SO you will need this NFT with its metadata bein created somehow (you can create the NFT using the create function that you said).
So, imagine you already created this collection NFT and you already have it in ur wallet, then you can create your NFTs using the js sdk and as collection field provide the Address of the Collection NFT that you already created, so all your newly created NFTs will have attached this collection id as collection and will be grouped togeteher.
Yes collections will work on marketplaces even if you create the NFTs using the SDK, a webpage, sugar, etc. All created NFTs uses the same account type so it doesnt matter how you create the NFT to put it on some collection.
Btw you can mint your NFTs using metaplex/js without providing any collection and then use this website in order to migrate those NFTs to a new collection (you create the collection on the website and will migrate all the provided NFTs into that new collection), make sure to use the same wallet that you used to create the NFTs on the website in order to match the update Authority of the NFTs