Go to apprenticeharper/DeDRM_tools and download the latest release.
Follow the plugin's installation instructions:
Open calibre's Preferences dialog. Click on the "Plugins" button. Next, click on the button, "Load plugin from file". Navigate to the unzipped DeDRM_tools folder, find the file "DeDRM_plugin.zip". Click to select the file and select "Open". Click "Yes" in the "Are you sure?" dialog box. Click the "OK" button in the "Success" dialog box.
Once the DeDRM plugin appears in the Calibre plugins menu, double-click it to get the Customise DeDRM popup. From there, click "eInk Kindle ebooks".
Add the serial number for your preferred Kindle (the one you intend to download files for) via the Manage Your Content and Devices section of the Amazon site (instructions here).
If you intend to do any downloading of ebooks for desktop Kindle apps, you can enter them here too. It looks like it auto-detects the Mac Kindle app's key if the app is installed already.
That should be enough – you should now be able to double-click any ebook that you download via Manage Your Content and Devices (provided it's not got some weird exception like being a sample).