transfer kindle books to calibre

Hello,
Im new here and new to Calibre software. I cant figure out how to transfer some of my kindle books to Calibre. I have my Kindle Fire plugged into my macbook pro, and calibre software loaded up. When I click on calibre device option, its only showing 10 books from my kindle and there are at least 5 more showing on my kindle. I buy all my books from Amazon. Can someone please shed some light on this for me. Im very confused.

Thank you very much.