Despite adding books using Calibre, I usually just delete the books (or empty folders if I've already deleted the book via the Kindle - as per what HarryT has just posted) via my PC before loading up Calibre to add more books. That way I can get rid of any temp/part download files that sometime appear in the documents folder. I've never had any problems, but just checking, there isn't likely to be any issue with doing it this way is there?
Edited to add: Not sure why, but I've never thought of deleting the books with Calibre, but that is probably the easiest, and most logical, way to do it.