SampleAndy, there are several ways to do this. For a physical kindle i find easiest is to plug in the kindle via USB, click on device to show the books on the kindle, then right click on the book you want to import, and choose add to library from the drop down menu. Usual shift click and ctrl click for multiple selections will work, too.
If you are only using the app then use "add books" just go to the directory where the books are, sort by type, and just select the book files only. You can leave all the other stuff behind.