Can't open Kindle in Kindle?

I created an epub in Sigil. Then I opened it in Calibre and converted it to a MOBI.

I then discovered that I can't open it with my Kindle for Mac. If I right-click on the icon and choose "open with," Kindle is grayed out.

If I open Kindle for Mac, then it isn't even clear how I'm support to import a book. I can click File > Add/Remove Book from Collection, but that doesn't accomplish anything. There is a more intuitice choice: File > Import PDF. But I don't see File > Import Epub, or File > Import MOBI.

So what's the magic trick for importing a Kindle epub into a Kindle reader?

Related question: How can I verify that an epub has in fact been successfully converted to a MOBI?

I have the original epub and the MOBI conversion side by side. They both look the same, except the cover picture doesn't display on the original. If I double-click on them, both open by default in Apple Reader. They look and function the same in the reader.

So it isn't clear to me if Calibre actually converted it to a MOBI or not.

Thank you.