I can tell you that Amazon Kindle doesn't natively support EPUB files, which is a bummer because EPUB is such a widely used format. However, there are workarounds. You can convert EPUB files to Kindle-friendly formats like MOBI or AZW3 using free tools like Calibre. I've done this countless times, and it's pretty straightforward.
Another option is to email the EPUB file to your Kindle's email address with 'convert' in the subject line, and Amazon will automatically convert it for you. It's not perfect, but it works in a pinch. Kindle does support PDFs, but the reading experience isn't as smooth as with native Kindle formats. If you're serious about reading EPUBs on Kindle, converting them is the way to go. The process might seem tedious at first, but once you get the hang of it, it's second nature.