Finally, I tried the two AZW files. The DRM-free AZW3 file converted to MOBI just fine. You don't really need to convert DRM-free AZW or AZW3 files. I just wanted to see what would happen.

Calibre is a free, open-source e-book manager that lets users convert EPUB files to Kindle-readable MOBI files. Here's how to use it: Download and install Calibre.