Hi byaley, welcome to MR!
I'll tell you my experience with my Kindle 1. I *think* it's the same with newer models, but if I'm mistaken, I'm certain someone will be along soon to correct me. Also, I have Windows XP; if you're using a different operating system, there might be some differences.
So, caveats aside, I keep my books in a folder called "kindle" in "My Documents". But it doesn't really matter where they are on your computer--location and folder name are personal preference.
To get them onto your Kindle, plug the Kindle in to your computer (usb). The Kindle will show up as a drive in your File Explorer. Simply drag them from wherever they are on your computer to the "Documents" folder on the Kindle. Remember to "Safely Eject" the Kindle! The new books will show up on your Kindle's content list.
That's all there is to it.