The power distribution board splits the power form the battery to each of the ESC's.
So you will plug the battery and all your ESC's into the PDB. From the PDB you will see that there is some other wires coming out of it, some thin colorful ones, and a thin black and red wire. The black and red wire is what will power the KK board, so plug that into one of the motor output connectors (to the 5V, and GND pins) and then connect the other multi colour wires to the signal pins on the KK board.
Let me know if you have any other questions