MP3 on paperwhite?

Is it possible to listen to an mp3 on my paperwhite?

I have the waterproof kindle if that helps. I can see bluetooth on the menu so I'm guessing it will connect with bluetooth headphones. I read on line that I just put the MP3 files into the music directory but I don't seem to have this directory. The mp3 audio books are currently sitting on my PC. I also have Calibre if that helps.

Thanks for any advice.

Mike