Welcome to the forum. If you are comfortable with tinkering with software (nothing complicated in this case), then you will be able to convert non-DRM/"unprotected"
files from various other formats. Just search for Calibre on this forum or Google. It will help you convert from whatever to mobi (the format used by the Kindle).
For some formats, you can send them via email to your Kindle, and Amazon will do the conversion for you.