In simple terms, provided it's not fixed layout and your version of K4PC isn't downloading in KFX format, download the book to K4PC and use Calibre to convert to ePub (assuming Sony Device is a Sony reader).
In more complex terms. Make sure your version of K4PC is either old enough to not download
KFX format or has been "fixed" to not do so.
Download the book (the file should be in Documents/My Kindle Content)
Copy the file into Calibre and convert to ePub. If the book has DRM it will need to be removed. Posting specifics on doing so is not allowed here, but you can Google Apprentice Alf's blog for help.
Of course that's assuming the book is a Mobi or KF8 format book. If the book you're wanting to convert is fixed layout then all bets are off. If the book you want to convert is in Topaz format some different steps will need to be taken. If it's a print replica book then it's really a PDF in a "Kindle wrapper".