x.org is the xserver
an xserver does one job and one job only, it allows other programs to draw stuff on the screen in a graphic mode-->colors and resolution, but its a server, others can use the same xserver at the same time.For example someone else with a network connection can run programs on your machine and export the display to theirs.The xserver can also run multiple screens at the same time.
KDE is a window manager or GUI(graphic user interface) It also includes lots of apps that are specific to KDE, KDE is a GUI combined with an API(application programming interface)
Gnome is another GUI thats very much like KDE, it has its own libraries and apps as well.
You can however run KDE or gnome apps without either being installed as long as you have the necessary libraries installed too.There are lots of window managers or GUI's, I use fluxbox-->
http://www.fluxbox.org
to configure your xserver with x.org you will need to run "xorgconfig" from a terminal screen or console as root.
it will ask you some basic questions about your video card and display and mouse.It will then write a configuration file on its own when your done, then just type startx and your in graphics or "X mode" This is assuming your GUI is ready to go to, usually it is, normally your given a choice when you set up your machine, or you cn change to something else easily usually.
provided you video drivers are already in xorg you will be fine, if not you will need to find and install some.
With NVIDIA for example you installl their drivers then go back and edit the xconfig file afterwards