Since you are using a Kindle, you will want to use the MOBI file. Kindles cannot read the EPUB format. The easiest way to transfer your MOBI file to your Kindle is to email it to your Kindle. Each Kindle device has a personalized email, but it must be set up to receive emails from your email address. Follow Amazon's instructions here.
Help me know which type of book to use!
Since you are using a non-Amazon e-reader, you will want to download the EPUB file. Non-Amazon e-readers do not support the MOBI format. Since each e-reader is different, please refer to your reader's user manual or help guide to learn how to transfer the file to your e-reader.
If you are using the Amazon Kindle App, you will want to use the MOBI format and and follow Amazon's instructions for emailing the book to your Kindle App. If you are using a different app, such as Apple's Apple Books (also known as iBooks) or Google Play Books, you will need to use the EPUB format. These apps often open the book automatically. If they do not, refer to the help section of those apps.
If you are using Amazon Kindle for PC, you will want to save the MOBI format and and open with the reader, or follow Amazon's instructions for emailing the book to your Kindle. If you are using a different reader, you will want to save the EPUB to your computer and open with your reader, or follow the instructions in your applications user manual or help file.