Here's how you do that: Open the book of interest on (make sure you're looking at the Kindle edition). Their names are random-looking (like B0043M4ZH0_EBOK), so it takes a little work to figure out which file corresponds to which book.
The AZW files are saved in ~/Documents/My Kindle Content. The Kindle app stores files, but only downloads them for Amazon-purchased content that you have opened in the Kindle app on that computer.
