Make sure that your Eudora mailboxes have been compacted. Copy the .mbx files (Windows Eudora) or Eudora mailbox files (Mac Eudora) to your /Mail directory. You don't need to worry about the index files. Start KMail. The mailboxes should now appear in the Folders pane and the messages should be accessible in the Headers Pane.
If messages do not appear in the Headers pane, your mailbox files may still contain Windows or Macintosh line feed characters. Use your favorite text editor or scripting language to change the Windows or Macintosh line feeds to Unix line feeds.