All menu's are separated in two types (which are merged together when you click on the K-menu). The global part, which is the same for all users. These can be found in $KDEDIR. If you change something here, all users have that changes.
The local part is in ~/.kde. If you add an entry yourself or modify an entry, it will be stored in ~/.kde/share/applnk. As your directory is empty, you probably haven't added any items to the K-menu as user.
You can also try to insert applications with "kappfinder".