I've seen it done a number of different ways. The most impressive one is one by a guy on YouTube called "Tomassio" and then some number, something like that. The way he does it is hes got some mod (colorful touch pad, switches and what not) where he doesn't have to take the KP-3 apart and he can control the KP-3's settings from his guitar using the little mod hes got in his guitars. I've also seen some guy do it in a LP on some other forums his involves him actually taking it apart and putting certain parts in the guitar. Matt, I have no idea. I think the guy who makes his guitars has also made a lapsteel bass with one in it for John Paul Jones so he obviously knows what he's doing when it comes to said mod. So I''d imagine Matt's KP-3 works similar to the "Tomassio" guy's. Although I did read some crazy thing where someone said Matt could control Dom's (Muse's drummer) drumset somehow with it, which I don't even get so lord knows what he can do with his.
But yeah to do a little better job of answering your question because I feel like I rambled a little: most people just buy kits from certain people. They have to rout out a spot for the XY midi controller (the touch pad) and the controls. I know there was a guy on YouTube that used to sell them on eBay but he's stopped selling them. The only other guy I know of that sells them is this guy: http://twocherriesinstruments.ecrater.com/
He's got installation videos of how to actually put it into that guitar so you'll definitely learn more watching that than me trying to describe it.