SuperKaramba is part of most Linux distributions as it is released with KDE 3.4 and later. On most distributions it can be found it in a package named kdeutils (kdeutils-extra on openSUSE) or a special package named superkaramba.
If your distribution doesn't come with superkaramba or you want to install it manually you can find the source package here.
To start themes automatically when KDE starts you just need to keep SuperKaramba running when you log out of KDE.
On some systems (openSUSE) this will not work. You need to create a link to SuperKaramba in the Autostart directory of KDE (~/.kde/Autostart/) in this case.
Delete the file ~/.kde/share/config/superkarambarc .
You are probably trying to run SuperKaramba with a Window Manager (Fluxbox, GNOME) that isn't supported by SuperKaramba. Unfortunately SuperKaramba is currently limited to KWin due to the high integration into the KDE framework.
You are probably trying to run SuperKaramba with Compiz or Beryl. Unfortunately this is currently not fully supported with SuperKaramba.
Themes configs are stored in ~/.superkaramba/