I'm not familiar with the Kindle app, but with Aldiko and other books apps I've used, just putting the ebook file on the device wasn't enough, you also have to import the book into your reader. Look for an 'import' function, then you should be able to point it to where you saved the files and have them imported in to the reader.
For Aldiko, when you do that it saves the book in it's own directory structure, which means you can delete the files you saved to regain the space on your device. Again, I'm not sure how the Kindle app would work, but it's something you should check. (Import a book, delete the file, see if the reader still will let you read the book).