The default hotkeys to switch desktops in KDE ( F1,F2,F3,F4) do not work out of the box. Fortunately there’s a simple fix. Go into “System Settings” ->“Shortcuts”->“KWin” and manually set up the correct shortcuts by clicking the downarrow and hitting the button. You will see that the default shortcuts are already set up, but if you add a “Custom” shortcut the name of the key will be different. For F1, for example, your custom shortcut will read “Ctrl+Volume Mute”. This will fix your trouble.
There’s a “fn lock” legend on the upper left esc key, but I haven’t seen that it will affect this. At any rate, once you set up your ‘custom’ shortcuts you can hotkey between desktops as God and the developers of KDE intended.