Kwave supports the KDE Drag and Drop protocol. This enables you to open files just by picking them up in a Dolphin or Konqueror window or the Desktop and let them drop into a window of Kwave.
Please note that if you drop a file into a Kwave window that already contains an opened file, the currently opened file will be closed first and then the file you dropped will be opened in it. If you don't want that, you should open a new empty Kwave window first.
You can also select a range of samples and drag or drop them into a Kwave window. Per default the drag operation is done in move mode where the selected range is deleted from the original place and inserted at the drop position. By pressing the Ctrl key you can modify this and drag in copy mode instead.