If you bother to read the KDE, it already tells you how to. Anyway, here it is...
rc-update add xdm default
Then, edit /etc/rc.conf and add these two lines at the bottom of it, assuming that you have installed KDE version 3.3.2! If not sure about the name, look in /etc/X11/Sessions...
XSESSION="kde-3.3.2"
DISPLAYMANAGER="kdm"
Reboot and enjoy the GUI login screen.
y2k