I. How to Get Kyo
Kyo in the beginning of the game is not selectable. To get him
selectable, you must choose a random team (just go to the ? and let it
choose all 4 of your characters). The random team must consist of at
least 3 of the following characters: Kyo-1, Kyo-2, K, Shingo, Benimaru,
Maxima, Whip, and some other characters that I have forgotten. I'll
tell you right now, it's extremely difficult to get 3 of these
characters. You must be very lucky! After you beat a team (CPU or human
player) with the random team with the characters above, on the victory
screen where the B.A are given, there will be a code that will teach
you how to use Kyo. Kyo is now accessible. To be certain, check if
there is <K> on the bottom of the KoF logo after the short opening
demo. It's best if someone actually already got Kyo accessible so you
don't have to go through all this hard-work.
Once you have Kyo accessible, start the game like you normally would,
hold start at the ? and enter the following code: left, right, up,
left, down, right. The sun symbol (under Kyo-1) will change into Kyo.
Now just go to Kyo and select him.