Hi FuNky,
For a beginner, my (Lewin's) editor is probably the best.
Download it from here: (select the latest version)
http://lewin.namsys.com.au/kam/index.php?go=knights_and_merchants_editor_download
However, it only allows you to edit/create missions, and if you want to make a campaign then you will also need a map editor. Krom has made the best map editor around, it's very easy to use:
http://krom.reveur.de/index.php?t=kam_tools
So you can make a map file (contains terrain, trees, etc.) and then a mission file (contains troops, buildings, AI commands, etc.)
Save the map in data\mission\smaps\<your map name>.map and then select that as the map file in the mission.
Then save the mission as mission1.dat (backup the old file first)
Start KaM, and play The Shattered Kingdom campaign.
Let me know if you want more help or if you don't understand something,
Lewin.