You should be able to download covers via Edit Metadata. But if you're importing the books into Calibre for backup, doing so without removing DRM is pointless. You'll never be able to convert them or read them on anything besides your current Kindle. For backup, DRM must be removed.
You can download the deDRM plugin for Calibre 3.48 here:
https://github.com/apprenticeharper/...ses/tag/v6.8.1
Note that after installing and configuring the plugin, you'll need to re-import your books, as DRM cannot be removed from the books already in the library.