In order to set up your Linux system to use the EASE kerberos servers, follow the instructions posted on the EASE web site here:
In summary - you usually simply need to download the krb5.conf file from the EASE website and place it in /etc/krb5.conf.
Alternatively, you can use your system configuration tools to use the realm EASE.ED.AC.UK with kadmin.ease.ed.ac.uk as the admin server. It is also worth selecting the options to use DNS to lookup Kerberos servers.
Once Kerberos is configured, you simply (as a user) issue the command kinit.
Note that your system clock must be accurate for Kerberos to work correctly.