Kindle can play files in MP3 or
Audible format.
The process of getting the files to play differ depending on the file you're using. If you've purchased an Audible book, you will transfer the file to your Kindle using the Audible manager.
For MP3s, make sure the file is indeed an MP3! Connect your Kindle to your computer with the USB cord provided. Now copy the MP3 over into the Music folder that is already on the Kindle.
The MP3 should now be on your Kindle. To play it, click the Menu button en select "Experimental". Select "Play MP3".
To play Audible files, you will be able to select the audiobook from your home page, so that is different to the MP3 playback. Also, you can do other things on the Kindle while listening to MP3s, it is background music, but for Audible audiobooks, you can't read and listen.
This feature is available to international Kindlers as well, yes. The Kindle doesn't have a CD slot, so the only way to play a CD on it is to "rip" the tracks and convert them to MP3 files.