The Kindle app won't let you side-load books. You can either email them to your Kindle app if they're in mobi format or you can use a different app. I personally like Moon+ reader for side-loaded books but there are a lot of good ones to choose from.
The easiest way to do this is to email the book. Send it to the email address that's listed in your Content and Devices page on Amazon for that device and give it a couple of minutes and they'll send it to you. This has the advantage of letting you synch with other devices if you have them.
Barry
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