I've been able to put personal documents onto my Kindle for Mac application. If you email the documents to yourself rather than use the whispernet, you can download the document directly to your computer. Click on the document and it opens in Kindle for Mac. (works the same way with Kindle for PC)
I dont have any non-Amazon documents other than my personal documents that have been Kindleized by Amazon, so I dont know of any way to get books bought from somewhere other than Amazon into the Kindle for Mac (or PC) program.
Wow, can't believe I hadn't thought about that. My non-Kindleized eBooks opened in my usual viewer program, but I don't feel a need to read those in the Kindle for Mac program. So long as I can read on my computer, I'm happy.