The first time, you start Kopete, you will see a window like this:
To add your ICQ account click on Click to add an account. Or if you have already entered another account (like MSN or Jabber) you go to menu → and click on Add Account.
Now you see a list of all chat protocols available for Kopete. In this case, as you want to use ICQ, you have to choose the ICQ entry:
Now you see the configure dialog for your account. Click on Basic Setup above in the tab bar. There you have to enter your UIN. If you don't want to enter your password every startup, you can add your password, too.
The Account Preferences tab contains more detailed settings:
Kopete should work without changing any settings here. So if you don't understand points mentioned below, don't panic, just skip this section.