The following descriptions apply both to Kindle for PC and Kindle for Mac unless one is mentioned explicitly. There are several methods for either avoiding or handling KFX format.
Unless additional steps are taken, these books will fail to convert in calibre with the error: 'KFXError: This is an Amazon KFX book.
Each book will appear in a separate subdirectory of the 'My Kindle Content' folder with a file extension of '.azw'. The Kindle for PC and Kindle for Mac programs use Amazon's KFX format for most books.