If you haven't reconverted your books, then annotations *should* sync automatically.
Either way, you can still transfer all books with annotations, by copying over the *.mobi/*.azw3 files,
together with the *.sdr/ folder which contains that book's annotations.
Unless you have an older Kindle (Kindle Keyboard, K4NT) that still stores the files in the documents folder, rather than the .sdr/ subfolders, in which case copy those too.
Which Kindle do you have? Your profile only says "Kindle Wi-Fi", which describes most of them.
