If you simply want to have the files available on your Kindle, you could save them off as Word 2003 .doc files and email them to your Kindle's free email address (you'll find details of that address on the "Manage my Kindle" page on the Amazon website).
If you want to use Calibre to organise them, though, there are a few different options available:
- As phili suggests, you could try saving them as PDF files, import those into Calibre, then convert to MOBI files.
- Another alternative would be to save them as Word 2003 .doc files then use Kindlegen
or MobiPocket Creator
to convert the .doc files to MOBI files which you could then import into Calibre.
- And a further alternative would be to save them, in Word, as "Web Page, Filtered" (i.e. save them as HTML), then either import that directly into Calibre and convert to MOBI files, or use Kindlegen or MobiPocket Creator to convert the HTML to MOBI, and import that into Calibre.