On my ~2 year old Kindle Voyage I have never changed any settings, and books added using Calibre do show up in My Library, with the most recent additions appearing on the Home screen.
Attach kindle to PC with USB cable
Start Calibre
Add downloaded premium book to Calibre library
Choose Send to Device and say yes to auto-convert
My Calibre version is roughly a year old since I've been too lazy to update it.