There's a help section under software at mobipocket.com:
http://www.mobipocket.com/en/Downloa...sp?Language=EN
Be aware that .mobi books you buy at Mobipocket will be 'infested' with DRM and can't be used directly on the Kindle. You will have to either remove the DRM (deDRM) or get the PID from the Kindle.
I assume you don't have a device yet? In that case you will have to register your PC as a device at the Mobipocket site.
You miht be able to get some more help in this forum as well:
https://www.mobileread.com/forums/forumdisplay.php?f=168