The most up to date instructions for installing any version of KPML that you download are given in the top-level readme file in the source distribution. The current source files are available from the first item in the blue navigation menu on the lefthand side of the main KPML page.
Note that this only applies when you are installing KPML from scratch--i.e., you are downloading the source files and compiling and loading them using a commercially available Lisp system such as Lispworks or Allegro. It does not apply to the standalone images.
For ease of reference, the readme files are also reachable here:
Please make sure that you use the readme file for the version of KPML that you are trying to install!