I think you need Adobe Digital Editions installed (and updated) to download the book whether you're removing DRM or not. From there, assuming your device is registered in ADE you should be able to copy the file with Calibre.
The DRM can be removed (look in the EPUB forum) and at that point you can convert to another format or not and copy as you would any other non-DRM book.
But I'm not an expert and I'm sure someone will correct me if I'm wrong!
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