I don't see it. Where is it?
http://www2.hawaii.edu/~gmorales/where_is_it.jpg
You were never told about such a directory, but rather about
~/.kde/share/config/kdm
~/ is your HOME base folder.
The dot before kde means a hidden directory.
If you still do not have this directory at your system, then you are likely running Gnome.
It doesn't matter, I don't need to have the "~/" in front because by default the shell is on my home folder already. It took me to the same place but there is no kdm directory in the config directory. And no, I'm not running Gnome.