You can only do one at a time - either deliver to PC, to be copied over via USB, or sent directly to the Kindle, via wi-fi or 3G, depending on which model Kindle you have, and which connectivity you have set up.
You cannot add ebooks to a cart on Amazon.
Each Kindle book page will have a "Buy now with 1-click" button on it, with a pull-down list for you to select the Kindle or app to download the book to. Just select which device/app you want the book to go to (or download and transfer via USB), and click the one-click button. Bang, you've bought the book, and it will be delivered to your Kindle (or downloaded to your pc, after you select which device you want it for).
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