Unfortnatly KUKA no longer allowes us to provide documentations. Only KUKA customer support is allowed to this. But basically you have to look at the system integrators manual called "Operating and Programming instructions for system integrators". This should be included in the Parts&Docs Dvd that came with your robot. There is a section called Coordinate systems explaining the relationships inbetween the different frames. Another source showing some more info on the underlying frames is the documentation "Configuration of Kinematic Systems", but here I am not sure if it is included inside the Parts&Docs, because it is a expert documentation.
Or if you are more intrested in the underlying mathematics I can recommend "John J. Craig: Introduction to Robotics. Mechanics and Control".