It's not specific to Kindle Fire HD, sending a pdf (say) to your kindle e-mail address has been something they've offered on the original Kindles etc.. too.
You don't need to configure anything; just go to the amazon website -> "manage your content and devices" -> "preferences"
then look at the e-mail associated with your device under "personal document settings"
you should see an email address along the lines of [your name]_[few numbers and/or letters]@kindle.com
if you want to send a pdf to your kindle then just send it to that address via an email attachment with "Covert" in the subject line.
If you want to send an epub file to your kindle then rename it as .txt and do the same as pdf.
Alternatively, you can also download the 'send to kindle' app for windows or mac and use that.
edit - also note if you have a prime subscription there are some free e-books available on Amazon (or at least free for the duration of your prime subscription AFAIK). Further to that if you take out an additional subscription (kindle unlimited) there is a wider selection from which you can "borrow" a bunch at a time.
