The antenna connector on the KG-UVD1P is an SMA FEMALE (that is what is on the end of the antenna itself). Assuming your antenna cable has a PL259 male on the end (the most common), you will need an adapter with a SMA FEMALE on one side and a SO-239 (AKA PL259 FEMALE) on the other.
BUT, I think other Wouxun models use different connectors, so if your model is different, the above may not be what you need.