KDL and the Python KDL bindings can either be built normally with CMake, or they can be built in an isolated catkin workspace.
The following can be used to link against KDL in a CMake-based project:
# Find the KDL Package
find_package(Orocos-KDL)
include_directories(${Orocos-KDL_INCLUDE_DIRS})
link_directories(${Orocos-KDL_LIBRARY_DIRS})
# add your target ...
# Link against KDL
target_link_libraries(my_target ${Orocos-KDL_LIBRARIES})