Help with importing and conversion?

I am new to Calibre. I am using a Mac with OS Sonoma 14.0, these are my settings:

• calibre 6.24 for mac

• kindle reader 1.40.1 for mac

• DeDRM 10.0.3

• KFX (from KFX Input) 2.3.0

I am trying to convert a book from my Kindle library to PDF, and although I can load the book from the AZW file in the kindle container to calibre, I cant open it (it is listed as KXV-ZIP file). If I try to convert it, I get this:
"This book is locked by DRM"
Any feedback? Don't know what I am doing wrong.
Thanks