I had not tried this before, but what worked for me is Get Books -> Stores -> Project Guttenberg. This brought up what looks like PG's standard web page, but inside Calibre. I searched (search book catalog) for Iron Boys in the Steel Mills. Got one hit and clicked on "EPUB with Images". This automatically downloaded the ebook into Calibre.
There probably are other ways to do this, but if you want just one store this method works well.