The documented way is to use the Kindle PC app and download the book inside that. The file will end up on your PC and only readable in the Kindle. The current versions download the book as a .kfx file that allows Kindle apps to do more with the data. Older versions downloaded the file as a .azw file.
The USB option does need Kindle hardware. The hardware ...
New (April 2014) Solution:
Go to Amazon Cloud Drive (https://www.amazon.com/clouddrive/).
Select documents (one-at-a-time only) and click Download.
Old Solution that can work without Internet Access:
Deliver the documents/books to your iPhone or iPad Kindle.
Download & install an app such as iFunBox Classic (free). This app allows you to ...