If you didn't purchase the books from Amazon, they won't be synched to other devices, because (among other reasons) Amazon doesn't know they're there. There's no upstream sync mechanism.
I don't have a paperwhite, but I have a K2, DX, Fire HD, and Android reader.
The sync mechanism for non-Amazon content without installing anything anywhere involves a computer and 2 USB cables.
Plug both devices in, open them each in a file browser window, find the right folders, and drag across.