Can I import existing PDF books into Kindle for PC?

The Kindle DX natively supports PDF files. If, however, you have a First generation Kindle, then you can convert the PDF to a .prc file using the Mobipocket eBook Creator

You could also use Amazon's Kindle Personal Documents Service.

Right click on the PDF and open with Kindle for PC.

If the option isn't there then browse and select the Kindle for PC shortcut from its location (desktop, documents, etc). This will permanently put the PDF in your Kindle library.

I'd also like to recommend Calibre for any Linux users.

It manages, transfers and converts between various eBook formats.