You can use the
kindle previewer or kindlegen programs to build your mobi (the distinction between mobi and azw is not applicable in this case) from your html/epub source and then sideload it on your Kindle like alansplace explained.
Kindlegen is what's used to build your mobi when you upload your source file(s) to Amazon anyway, so you
should be able to see exactly what it's ultimately going to look like. You can then upload that previewed and verified mobi file to Amazon instead of your source files.