What do you mean you don't know where to start? How about starting by going to their website (github repo). If you did that you would find out about the tutorial. The thing takes like 30 minutes to read. Link: https://github.com/kmonad/kmonad?tab=readme-ov-file#configuration
KMonad does support compose keys but I don't know how to use it. It's described in the tutorial though. You can also just rebind a key or key combination to the keys that would write "ü" on your keyboard. KMonad really just changes what keys are pressed, so if you use a German layout, you will get German characters.