A lot of times I will get emails at work with subject lines like connect KVM switch, and install KVM switch, and the first thing that pops in my head is READ THE MANUAL. If you are a tech I am sure you know the acronym RTFM, and sometimes you just want to say that to people. I suppose it is job security for technical support for people to continue to not read their manuals so maybe I shouldn't complain so much.
If you are looking to connect your KVM switch the most important thing to do is make sure you have the appropriate cabling. Lately more and more KVM switches are coming with proprietary cabling, which is probably to make more money.
Here is a really good video on taking a KVM switch out of the box and hooking it up:
Other times on smaller KVM switches you will just have the native PS/2 connections or USB connections, and other times the KVM switch will have something a DB25 or an HD15 connector on it and 3-1 breakout cables are used. These connections confuse alot of people and upon receiving their equipment they think they got a serial piece of hardware or something that is video only with the HD15s.
Another thing to keep in mind is if you are doing PS/2 and USB make sure you get the proper cabling on a per port basis and make sure your hardware is capable of both. Also if you have an enterprise type of KVM switch you will also need to attach some type of Server Access Module and Remote Units for functionality. If you are unsure of these I would consult your manual or call Tech Support of your KVM manufacturer. These tips will help you save time on connect KVM switch.