Creating Mobi files
If the files are not in a locked format, such as HTML, Word, RTF or plain text then all you need do is add them as an attachment and email them to your Kindle email address. This is usually the beginning of the email address you use with amazon followed by @kindle.com You can find your Kindle email address by opening up the app going to Settings and swiping right to the heading "Send to Kindle email address" The conversion to mobi should happen automatically as it is transferred to your Kindle app.
If your files are unlocked PDFs then you might need to put the word "Convert" in the subject line of your email. I have little personal knowledge of this because I try and avoid PDFs whenever possible.
If your files are unlocked EPUBs then you'll need to convert them to either HTML, Word etc before sending. I use a free programme called Stanza to do this. Then I attach the converted file as above.
The newly made accessible Kindle app is fantastic, giving us blind users access to the millions of titles in the Kindle store. But if I already have unlocked e-book files I like to listen to them in Voice Dream Reader as you can buy various voices within the app to read aloud to you. The Kindle app uses only the Voiceover voice.