The following should work:
- Plug the Kindle in to your PC/mac with Calibre running.
- When the Kindle has been recognised by Calibre switch to the Calibre device view to see the books on the Kindle
- Highlight the books to be copied. You can multi-select books using standard techniques for multi-select. Click on the first and then hold down Shift while clicking on the last to select a range. Alternatively hold down CTRL and click on individual books to select them
- Right-click to bring up the context menu and select the Copy to Library option.