Whenever you add a new Kindle title, KDP sends you to a screen where you enter your book details. Under "Contributors," list your pseudonym as the author. Done.
Make sure, of course, to have your pseudonym also on the cover! (I'm sure you already knew that).
I'd also suggest creating another e-mail address for your pseudonym (i. e. AuthorSueDonym@hotmail.com) so Kindle readers can correspond directly with your pseudonym. This will come in handy when you have several pseudonyms (like me) and want to keep your e-mails straight.