It's very easy. Just plug in your Kindle, calibre scans the kindle and makes a list of what books are already there, then select books in calibre and click send to device. The books-on-device list is saved (and updated) on the Kindle itself so different devices will show what's on that particular device.
If your books in calibre came from an ebookstore they may have DRM which will be device-specific, and calibre cannot make your Kindle read it, but other than that you should be fine.
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