Does the remote look like this?
If so, you navigate through the menu items using the arrow directional buttons in the middle of the remote then select by pressing the OK button.
No harm will be done playing around with the remote control buttons... always remember there is a Home key which should take you to the top menu level (usually looks like a little house), and a Go Back key (which looks like a Return key), so you can explore all your menu options to see what they do.
KDMC is probably a fork of Kodi, which started off life as XBMC which was initially created as the Xbox Media Center from Microsoft.
It's been pre-loaded onto your box by the supplier, so may have some streaming sources already configured.
I'd recommend to start playing around with something simple and familiar like YouTube first, and familiarize yourself with the functions of the remote control.
To get the best possible streaming connectivity you should run a Cat 6 ethernet cable from the RJ45 port on your Android box to a spare RJ45 LAN port on your router.
Alternatively, you can connect the box to your wifi by using the Settings menu options, and connect to your wifi using the network name and password.
Streaming connections via wifi is sometimes a bit dodgy however, and you can experience signal loss due to packet loss.
A hard-wired (ethernet cable) connection is best for streaming.
I see that one of your menu options is the Google Play Store.
If you select that you can set up your google account so you can download and install apps like VLC (which you are already familiar with) so you can access your movies etc on an external USB drive.