The Catalog settings you are looking for are found in the Configure KStars window. Attached are my own settings.
Changing the magnitude will show more or less. But also the option to show objects of unknown magnitude will show a lot more, albeit generally less interesting, objects. You can also choose which catalogs to display in the Manage Deep Sky Catalogs. Some catalogs such as OpenNGC and NGC IC cover a lot of the same. I chose to one use the slightly larger Open NGC catalog instead of both.
Settings for Comets and Asteroids is also found under Solar System.