They address that on their website:
New, Built-In Wi-Fi
Kindle automatically detects nearby Wi-Fi networks at school, home, or your favorite café. At a hotel or café that requires a password? Simply enter the password and connect to the network. Once you have added a Wi-Fi network, Kindle will automatically connect to that network the next time you’re near the hotspot. Kindle does not currently connect to enterprise or peer-to-peer networks.
Free Access at AT&T Hotspots
Enjoy free Wi-Fi access at AT&T hotspots across the U.S. for shopping and downloading Kindle content — no AT&T registration, sign-in, or password required.