When I download books using Kindle for Mac, I get several files, only one of which is the book:
.azw: the book
.lpr : some last position info in pseudo-xml
.apnx : page numbers to locations map in a binary format
.phl : some metadata in XML format
.mbpV2 : some metadata in JSON format
Kindle for Mac isn't intended for you to use the downloaded book, only to read the downloaded book, so it creates/downloads others files that the program finds useful when displaying the book. You can ignore them.
.md? I've not seen that, but it depends on the version of Kindle for Mac/PC I expect.
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