Kindles and Kobos read two different formats, so neither one will read every possible book. Kindles use mobi format, or a variant of it, and Kobo uses ePub. You can convert formats, if necessary, by using Calibre or another program.
Few ereaders have SD card capability. PDF reflow is another potential problem. I think Kobo does it on the fly, Kindle requires that you convert the whole document beforehand, via emailing it to your Kindle. Very easy.
I don't know what OS the Kobo uses. Eink Kindles use Linux.
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