I'm in the same situation as you (I have no WiFi), and as the previous posters have indicated, it's no problem getting books from Amazon.com onto the device (it basically functions like a USB-disk).
However, you must keep in mind that at least one feature (collections) requires that you "activate" the device over WiFi, so if you wish to use collections (recommended if you have a lot of texts), then I'd suggest that you go somewhere that offers free WiFi and get that over with.
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