The first time you run KNewMail, it will give you an error dialog telling you that no configuration file exists. This is because you haven't created one yet. After showing you this error, KNewMail should create a directory called '$HOME/.knewmail'. In this directory it will then create the file 'conf' which is just a simple text file that contains your configuration. The next window you will see is the KNewMail configuration window. Please read the section titled 'Configuring' to see how to use these dialogs.