Beginner that is lost

[Fletch]

I am working to get a kerberso server running using the MIT Kerberos.  
I spent quite a bit today on it and have gotten to this point:

I have a test domain setup on windows 2003 and then I installed "leash".
I created a realm and kdc on that same windows box.
I created a transitive trust on the windows box to the realm

I then was able to get Leash to show me some tickets.

I am now stuck on:
Should the kdc and realm be on that same windows box?
I just want to be able to test this but what is the easiest way to
test that my MIT kerberos system is using the dc to authenticate me? 
So if I have a windows xp client how can I tell if the kerberos server
is authenticating me versus just the ad domain controller?

I guess I could try and get the client installed on a linux system but
and then create the realm on that box but I don't know if that is the
best option?  I also have not been able to find KAdmin anywhere for
windows?  Is that because it is not supposed to be run on windows or
what is going on?