My prices are different from the Amazon's one or they don't have any

There are 2 price setting options that can be chosen (in Amazon Config -> Import Setup):

If you choose to get only Amazon's prices, you may end up with products that have the price set to 0 (because they are sold by other vendors through the Amazon's website). In this case, you may choose to skip the import of that products, or you may choose another price for them.

 

Amazon has a lot of prices for each product, so on each product page, you have the option to select the price that you want: