I recently switched from kde to gnome and at the same time from kmail to Evolution. There is no easy way to transfer you mail if you have organized it in several mailboxes in kmail. You need to select all messages in a folder and then right-click and save them in mbox format. This step you need to repeat for every folder. Then you can use the import function of Evolution (import from single file). If you can accept that all files end up in the same folder, you can concatenate your .mbox files to save you the trouble of importing multiple files:
cat *.mbox > allmail.mbox