I'll try to be a bit more helpful than the above "have you read the instructions" That was about as helpful as a kick to the shin.
If you look at your booking on KLM, is it reflecting a SkyTeam Elite+ status? If not, add your FF number to the account and see if it does. Secondly, call KLM. If it is not reflecting in the reservation, it is probably not carrying over to KL.