stdafx.h is a MSVC piece of rubbish (it claims to be a header file, but I can see through that). It should be in with the km project files. There could well be several of the bastards in fact...
stdafx.h is where all the MFC headers are usually added to a project. Instead of having to enter them dozens of times in every project, they all get dumped into the one file and then the one header is included where needed.
Makes sense, and MFC WAS a great idea, back in 1990. It's a little dated now, but still very useful.