Depending upon the device that you want to download with:
AZW - This file can be viewed on an Amazon Kindle (mobi)
ePub - The file type can be viewed on an Apple device
PDF - The file is for use on a PC or and Android device
M4B is an audiobook format
While many books are formatted for all types of devices, Not all books are available in all formats.
If the ebook does not list your device, then it should be clear that you won't be able to read it properly without one of these file types.