Step one is to get some clips into Kdenlive. This could be footage downloaded from YouTube, or material captured from a video camera or TV-capture-device. Let's assume that you already have some files available that are supported by Kdenlive.
To add a clip, select the Project Tree panel, drag the "Add Clip" dropdown button, and select "Add Clip". This brings up a KDE open dialog. Select one or more clips, and they will be added to the project tree. They are now displayed in the Project Tree panel with some metadata.