One user can upload her/his own ebook files onto a Kindle device .
I'd want to know if Amazon is able to know what you are uploading on the device or not.
While it is possible, it is improbable as long as you ensure all data capabilities of the device are always off. If they are ever turned on, there would be nothing stopping Amazon from snooping what's on your device. Furthermore, if it's 3G enabled, you have no guarantee that it doesn't switch on data without your knowledge and snoops your files.
Yes. A Kindle is an Amazon device, loaded with Amazon software, with communications capabilities. It absolutely is possible for the Kindle to phone home to Amazon and let it know what you have loaded.
If you are side loading an ebook onto kindle device, there is no way for Amazon to identify this transfer.
If you are purchasing from Amazon store, the purchased ebooks can be downloaded only in your registered kindle device.