The first disk contains X and some window managers, I believe, so you should be able to 'startx' now. If you're having problems with X, it's because the framebuffer stuff isn't working out. You need to configure X, itself and KDE won't help with that. As far as installing from the second disk's contents on the hard drive, I don't really know. I suppose you could start the setup process again and just skip what you've already done. Though actually it should have installed all in one go if you asked for KDE to begin with. Either that or 'installpkg' it all. I'm not sure of a better solution.
I'd configure as root but I'd actually do 'adduser' and see some X as a regular user.