No idea about Fnac, but as to Kobo:
On the Kobo website, go to My Account -> My Books. Click on the three dots under the book cover and select Download.
If the book has no DRM, you'll get an epub file that you can then add to Calibre (using the Add Books button). If the book has DRM, you'll get an ACSM file. You'll need to open that in Adobe Digital Editions, which will download the actual epub. Then you'll need to install the noDRM plugin in Calibre:
https://github.com/noDRM/DeDRM_tools
After you've installed the plugin, add the epub to Calibre - you'll find it in the My Digital Editions folder, usually located in My Documents (on Windows, that is - I have no idea about MacOS).