These files are important for KFM and kpanel and the whole KDE project. Such a file can do very much for you. For example it can hold an URL or a device or may stand for a program. Using such a file you can mount/unmount devices, make links to URLs on your desktop or just create a nice icon represantation for an executable. Read the section 'Usage' to learn more about these files and what they can do for you. You dont need to know how the files are structured, because KFM has nice dialogs for you, so you can click some *.kdelnk files in existence very easy. If you drag for example a URL pointing to ftp://ftp.kde.org on your desktop, KFM will create such a file for you. Clicking on it will open a FTP connection for you.