You can touch the config files directly, but Fedora used to have a GUI tool as well.
yum install switchdesk-gui
and then you can use it to choose between kdm, gdm, lxdm or probably another login manager.
Or, alternatively:
yum install system-switch-displaymanager
and then from root console
system-switch-displaymanager kdm
Or, finally, always as root:
nano /etc/sysconfig/desktop
add there two lines:
DESKTOP="KDE"
DISPLAYMANAGER="KDE"