Neither KPlayer nor MPlayer are in debian.org repositories, which is in fact a good thing, because Christian Marillat makes packages that include all codecs, DVD decryption, and everything else that is not possible in the official Debian. Marillat repository is at
http://www.debian-multimedia.org/
deb
http://www.debian-multimedia.org sid main
To get all win32 binary codecs, run
apt-get install w32codecs
But nowadays most codecs are supported natively by MPlayer.
To get DVD decryption run
apt-get install libdvdcss
MPlayer and therefore KPlayer support all types of video. What are you trying to play? Look in your File Associations, KPlayer should be listed for all of them. If it's not the top program, then move it to the top. You can do the same for embedded videos, KPlayer plays those as well.