After sorting out the connection I loaded up about 50 books onto the reader.
I then left things for a few days while I read a hard copy book then last night settled down with the reader.
I plugged it in and looked at the files. There they were.
Unplugged it, gone again.
It can't be accessed through books or menu.
The My Library link doesn't seem to work.
I've plugged it in again and dragged the book I want to read onto the SD card so I can read it.