At KUL, follow the signs for domestic connections, there is a dedicated immigration desk for inbound international travellers going through to domestic airside.

I assume you have a connecting ticket and won't have to re-check your baggage?

With ONEWORLD card you get into the Golden Lounges. If its a long stop over, I'd use the Golden Lounge in the International airside rather than domestic, (which arriving passengers can access), but leave yourself enough time to get through immigration.