These are example configurations.

They are meant as a starting base so you don't have to rely on the documentation, because people don't like reading docus (me neither)

Copy the desired example MINUS THE SUFFIX to the local kde config dir, eg.
cp be.shell.win2000 ~/.kde/share/config/be.shell
Then rightclick the desktop and reload the config.
Now you can edit it and start adjusting to your preferences.

The themes belong into the local datapath, eg ~/.kde/share/apps/be.shell/Themes, you can just copy them all at once and it's NOT necessary to use a theme with a "matching" config - you can cross them or alter them completely.