To stop KDE, open the Application Starter menu and select the Logout menu item. By default, this will return you to the KDM login dialog.
When KDE exits, it closes all the applications that are currently running. Many KDE applications remember their current positions, contents, and other attributes from one session to the next. When you restart KDE later, these applications are restored to their former state, enabling you to continue where you stopped. For non-KDE applications, or for applications in which saving the state is not possible, you are warned before KDE exits that you might lose your work, and you are shown a list of the applications. This enables you to save your work and exit those applications cleanly before ending your KDE session.
Tip - You can also log out by pressing Alt+F2 and typing logout.