1. KLM does not have a First Class cabin.
2. AA is in oneworld. KLM is in Skyteam. They are rival alliances.
3. US Airways is in oneworld. KLM is in Skyteam. They are rival alliances.
4. Delta is in Skyteam. So is KLM. There is a Skyteam upgrade system which may allow you to upgrade from Economy to Business on KLM using your Skymiles. However, this requires first that your KLM ticket was booked in the most-expensive "Y" full fare economy class bucket. It is very unlikely that either of your tickets were purchased in an upgradeable fare class on KLM - they are more likely to be in the cheapest discount economy classes. In any event, you would have to do the upgrading via Delta, so ring them and find out if either of your bookings are upgradeable, and if you have enough SkyMiles to do this.