Have you tried plugging your Kindle in while Calibre is running?
It will (at least mine does) auto-detect it. There will be a new column appear in your books collection. You can click on whichever books you want to put onto your kindle and press the button at the top of the screen 'send to device' and they will be sent across. PDFs and mobi books will stay in their original format, epubs, and other format books will ask if you want to change the format before sending them across (say yes).
Job done and dusted.
Whenever you plug your Kindle in after this Calibre will bring up the column with 'on device' information and you can choose more books to put on (or remove) from the kindle.