KFX IMO is inferior to AZW3. You can't even create KFX from epub without Amazon SW, so it doesn't work on Linux.
Note: PLEASE, only copy Public Domain works to your friend. Copying copyright works, even if DRM free, or free direct from the author (without written explicit permission) is cheating the author, a Civil offence everywhere, Criminal offence in some countries, and morally wrong. This also applies to paper books even if you have a free-to-use paper book copying machine.
If you don't know where an epub came from lookup the author and see if they are alive, or died not long enough ago for copyright to expire.
It's trivial to copy DRM-free ebooks in azw3 format to a Kindle. All but the K1, K2, and DX(G) family can read AZW3. But only PD content should be copied to someone else's ereader.