Transit in NBO is very easy and quick. You have to just follow the transit sign, go through security again and that is it. You will have your onward connecting ticket and if you have SkyPriority, this will even be faster. I've done transfers in < 30 mins (due late incoming aircraft) and never had any issues. If you are not familiar with the airport layout you can ask the FA onboard.
Directly after security, you will be dumped into the duty free shop and depending on your gate, you have to either go left or right. If you are catching the KLM operated flight, it is normally to the right side after leaving the duty free area.
If any case you miss your connection I don't think there is much to worry about as there are quite a number of flights going to Europe in the evening and hopefully you can be rebooked to either one and get into AMS without too much delay.
Cheers!