Some of the KMC chains use a spring clip (3-piece) master link. Others use a Missing Link (2-piece) master link. Still others use a slotted 2-piece design. And still others use a snap-on 2-piece link.
Instructions for the use of all can be found on KMC's website.
http://www.kmcchain.com/english/index.htm
The website is badly designed and difficult to navigate. Basically you want to get to "Bicycle Chains" and click on "Instructions" near the bottom of the page.