The radio will support a MicroSD card.
Kenwood says a "MicroSD card manufactured by Toshiba, SanDisk or Panasonic is recommended."
The micro SD card goes in the slot on the right side of the radio, under the little door near the bottom of the radio.
To use the card, it'll need to be formatted by the radio. To access the formatting function, you'll need to enter the "menu" mode. Follow the instructions on the screen.
Removing the card requires proper ejecting using the "Eject SD card mode.