KVM's rely upon display output's located on your respective system's rear I/O. If you can't see anything on your display, running off the KVM, then the issue could be located anywhere between the display input, the display cable, the KVM switch or the display output at the back of your computer. you can rule out each one as you work your way form the monitor to the the desktop's display output.
Can you please state your full systems specs inclusive of your OS and how you've setup your KVM switch? It'd also be a good idea to pass on your KVM switches make and model number to keep things relevant and give us an indication of how many systems are connected and how you're connected to your respective systems.