You need to use the package manager, Slackware Apt. This is gslapt in the GUI or slapt-get at the command line. I'm going to assume you are going to use gslapt, which is in your menu under System Tools.
As you probably noticed neither KDE nor Thunderbird are included so they will be found in our "extra" repository. The latest Firefox, 3.0.1, is still in our "testing" repository and previous versions that came out after the iso was released are in "patches" since they were mostly security fixes. You need to enable those three repositories if they aren't enabled already. Once you're in glsapt click on Edit -> Preferences. In the box that pops up click on the Sources tab. The first four boxes should all be checked. Then click OK. gslapt will then ask if you want to reload the package list. You need to do that.
Once that's done you'll have a complete list of available packages. Type in whatever you like in the search box to find what you're looking for: firefox, thunderbird, kde, etc... You just check off the packages you want and click the Execute icon to install them. gslapt will automatically find and install any dependencies you need. Please note that there isn't a meta package for KDE. You'll need to select all the components you want individually.
Once you're done it's a good idea to go back into the list of repositories and to disable "testing", the fourth box. You're enabling that just to get firefox 3.0.1. It's a bad idea to do system upgrades with testing enabled as that can cause breakage.