You can just drag and drop books directly to the Kindle's documents folder, which is exactly what I do.
But a lot of people like to use Calibre to manage their collection, and I understand it can generate a catalogue file with descriptions of your books; useful in those cases where you've downloaded something, but can't remember what it's all about.
Kindle for PC and actual Kindles use different unlock keys for DRMed books, so you'd basically have to download a second copy separately encoded for your Kindle from Amazon's website (free - you don't need to pay again as some people have asked, and it's easily done via the Manage Your Kindle page, which really ought to have a batch download option.)
Do be aware that the Kindle uses a different format (prc/mobi) than the increasingly common ePub that B&N, Sony, and Kobo use, so in order to read your Kobo books on the Kindle, you'll have to strip the DRM and convert, which is not too hard and still legal in Canada, the current efforts of our corporate-crony "Heritage" Minister and his bill C-32 notwithstanding.
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