Ignore the doc that Andrew suggested, if you've manage to download and build mozilla, you're ahead of that already...You may want to check out
http://sourceforge.net/docman/display_doc.php?docid=3120&group_id=14285 instead but you're probably past that too.
Assuming that you've build mozilla from source, it should just be a matter of downloading the kmeleon source, and setting the output file (in the link tab of the project settings) to \<mozilla source>\mozilla\dist\Win32_o.obj\embed
That's were you'll want to run kmeleon from. Make sure you've adjusted all the library paths to point to where mozilla is.
-- Jeff