This would depend largely on the type of DRM supported by your device. For ePubs, you'll probably have to use Adobe's DRM scheme (ADE & co). I'll let other people comment on that, since I don't have any experience with such things.
Once you have obtained an ePub file that is authorized for your device, you can add that file to Calibre and transfer it to your device. Note, however, that conversions (and probably metadata edits) won't work on such files. Calibre can store and transfer them, but not change them.