how to use custom post types collectively integrated with each other

If i understand right you want to create relations between custom post types, you can achieve this with this plugin http://wordpress.org/extend/plugins/posts-to-posts/

after installing go to your functions.php and setup relations

<?php
function my_connection_types() {
    // Make sure the Posts 2 Posts plugin is active.
    if ( !function_exists( 'p2p_register_connection_type' ) )
        return;

    p2p_register_connection_type( array(
        'id' => 'series_to_episodes',
        'from' => 'series_custom_type',
        'to' => 'episodes_custom_type'
    ) );
}
add_action( 'init', 'my_connection_types', 100 );
?>

you can create how many relations you want