So, I'm understanding that you downloaded it to your PC? So it won't be on the Kindle unless you put it there. You'd need to find the file on the PC and then either send it wirelessly to the kindle, or connect up the Kindle via USB and copy it to the "documentsfolder. I'm understanding that you did this and see it when the Kindle is connected but that it doesn't show up as a file on the home page when you disconnect the Kindle and use it as a reader.
Note that the file format has to be compatible. . . .mobi or .prc will work.
And note that the book can't have any copy protection -- with a site called "free book spot" I wouldn't think it would, but it bears mentioning.
Again, it needs to go into the folder marked "documents" or else the Kindle can't find it when it's time to read.
I did quickly look at the site and it looks like the files are all PDF's? So there might be a compatibility issue. Kindle CAN read most PDF's but if there's specialized formatting it might not work particularly well.