If you copy the files from your Kindle, they should show up, with annotations, in Kindle for PC.
The issue is only that Kindle for PC won't download send-o-kindle-emailed docs.

YOu can always sideload them.
I believe the .mbp1/.azw3f/.azw3r files must be in the same root My Kindle Content folder, not in the .sdr folders the devices create.