There are several e-readers on the market and what is most important is that your e-reader must be able to read EPUB- and pdf-format. Most e-readers do this but for example Kindle and Storytel are more closed and quite strict connected to their own platforms.
You can use the software Calibre on your computer to convert PDFs and unencrypted EPUBs to Amazon formats.
However, many ebooks which allow full downloading cannot be converted in this way.