Should I avoid putting these on my kindle?

Just a bit curious about this as a new kindle owner. I've been downloading a good few books and downloaded one load of books. Now these are meant to be free books but I noticed they aren't free on amazon. Should I avoid putting these on my kindle as I could be accused of pirating or something? Im a little unsure how it all works?

I am fine to convert whatever PDF's I have and read them on the kindle too?