Right dude.
I'm trusting this is DKFH1 (The collecton of wav files)...
If it is, then you need a sampler like NI Battery to load the files in (Load each drum to it's corrosponding midi note (i.e, kick is C1). When you have correctly alligned all the samples in battery. You then set the track output to play through battery. Give it a few quickie test runs as all samples may not load correctly first time (As is the case with Kompakt, files are loaded to ram). Furthermore, the gay thing with battery is you have to do all panning an EQ within it rather than outwith.
If it is DKFH2, open it by f11 (or Devices-VST instruments), load a GM kit (if you have your track programmed in general midi), set the output of the track to DKFH2's konpakt sampler, make sure channel says 10 and you should be set.
If you're using DKFH Superior, it's a 35gb program, you obviously bought it, don't be a wee cunt and just read the manual.
Hope this helps!