KDE is the graphical interface in some versions of linux. It's actually pretty easy to understand, there are 4 main ones around. Think of them as different start menus or launchers.
GNOME (ver 2 and ver 3) has always been a default, oldest 'start menu' to linux imo. Ubuntu was using GNOME until the latest version, 11, which uses something new now called Unity (but still has Gnome with it).
KDE and LXDE are like windows start menu clones, easy to use them. Zorin uses LXDE. Kubuntu is ubuntu that uses KDE (think, K-ubuntu
). Lubuntu is ubuntu that uses LXDE.
XFCE is like a mac os like start menu launcher. All the icons are at the bottom and you just pick which one you want to use.
Some of the builds combine some of them together too, or release in different versions just like ubuntu-kubuntu-lubuntu.