You just need to set your unit frames as the "Parent" of your kgPanel.

For example, you have a panel named "Player_Panel". You want to attach it to your Player unit frame. So, you go under the panel settings for Player_Panel in kgPanels, and scroll down to the bottom. There will be a field to put the parent frame name in.

To get the name of a frame, use this macro:

/script GetMouseFocus():GetName()

It'll give you the frame name of whatever your mouse cursor is over.