Using adept you can see more details about every package, so read the details of the package you installed; there should also be a list of files that get installed. Look for files that reside under bin/ since those are usually some kind of binaries. One of them is possibly the file you need to run..
If you didn't get the menu entry, try restarting KDE and see if it comes up. If not, try launching the program from a console:
where
appname is the name of the app; I'd try
settlers for example. But you should find the executable file's name from the details list of Adept..I don't think it installs many files under bin/ so it's quickly tried out.