if kdesktop is a window binary, jsut open an xterm and cd to the directory, then type,
./kdesktop It will pop up.
If you mean to add this to your menu, look into the /home/Desktop directory, or /home/.fluxbox directory,
If all you want to do is make kdesktop start when you startx, then add kdesktop &
to your /home/user/.xinitrc file or, the global xinitrc file.