I have no idea what klatex is, but TeXLive and MikTeX are full-blown installation containing everything one might need. So,
1. You'll need installation of LaTeX on your computer (TeXLive or MikTeX). Test it out of Scribus to see if everything is set.
2. Scribus should recognize LaTeX installation automatically. However, if you need to change anything related to communication with LaTeX, take a look at File > Preferences > External Tools.
3. In Scribus, create a Render Frame > right click > Edit Source... Here you'll enter the code to render your formula. E.g., with "Use Preamble" turned off, try this in "Enter Code" section:
\documentclass{article}
\begin{document}
Testing \LaTeX:
\[
x-y=z
\]
And inline: $x-y=z$.
\end{document}
4. When exporting your document to PDF, make sure you activate "Embed PDF & EPS Files" checkbox, so that the content of the Render Frame gets exported as vector, not as bitmap.