The fact that you see the Send to Device button means that *something* is connected to calibre.
When I connect as a wireless device, tapping the down arrow on the Send to Device button shows the following choices (screenshot):
I don't know any reason why calibre wouldn't show you the first 3 lines.
As for where they end up, my understanding is that iDevices "sandbox" every app. CC stores the files in its own sandbox. As far as I know there isn't any way to look at these files.