Generally speaking, I think the answer is:
1) CO does not have a code-share for every KL destination, CDG is a prime example.
2) However, you will earn miles for all KL segments, irrespective of whether they're code-share or not.
EDIT: I should say all KL segments operated on KL metal. i.e. not that you're looking to go there, but KL to DUB would be served by AerLingus (IE?), and therefore you would not get OP credit for those legs. Also, the flights can be operated by KLexel, KLcityhopper, etc or other KL branded airlines and you will get credit.
3) CO telephone agents can book you on an itnerary w/ both CO and KL metal, whereas the website is not capable of doing this (unless it is a code-share).
[This message has been edited by EWR-COflyer (edited 05-01-2002).]