Do not use Kindle for Windows 8 -- that is a metro app and like all the other Kindle apps, the DeDRM tools do not work on it.
Install Kindle for PC, a regular old Windows program which runs on Windows 7/Vista/XP and which the DeDRM tools work on.
If you go to the
Amazon product page the Windows Store button currently gives you the Win7 installer, use that instead of the one which came from the Metro Store (or perhaps preinstalled).
As stated above, your books will be in C:\Users\<username>\Documents\My Kindle Content\ -- however, that only applies to the Win7 program, as the metro app will store them in obfuscated app storage.
Files will be named "{ASIN}_EBOK.azw" but calibre will extract the metadata so you don't have to care.
What many people do is set calibre to auto-add books from the My Kindle Content folder. After import, the original copies get deleted (so calibre doesn't endlessly reimport them) and you simply download just the books you want to add to calibre. If you have no other devices, Amazon will automatically queue purchased books to be sent to Kindle4PC, so you can just open Kindle4PC and let stuff download into calibre.
This is one of the most streamlined download-from-Amazon-to-calibre setups you can get.
(And for the random rant of the day, Metro is one of the stupidest things Microsoft has done, and there is plenty to choose from. Sigh.)