By now we haven't official releases, but you can obtain the current code and dependencies in two ways:
1) Using subversion: svn co https://kmkey.svn.sourceforge.net/svnroot/kmkey/bundles/kmkey-3-head/
2) Downloading a snapshot from http://sourceforge.net/projects/kmkey
You will also need a kmkey example site. The default user in this site is manager and the default password is demokm You can obtain it in http://sourceforge.net/projects/kmkey
Put all this in the Products directory of a Zope 2.9.4 instance, and restart it. Then import the kmkey.zexp example site and enjoy KMKey
Full instructions for non Zopers in KMKeyCore/INSTALL