This FAQ helps you for understanding what is a DKDM and how to generate it or how to use it. 

A Distribution KDM (DKDM) is technically identical to a regular KDM.

The difference is that it targets another mastering station instead of a cinema server.
You can generate a DKDM with easyDCP KDM Generator+. The procedure is identical to generating a regular KDM.

NOTE: Normally, the validity of a DKDM is significantly longer than a KDM distributed to a cinema playback system.  

The other way around is also possible with easyDCP. Your distributor can generate a DKDM to your easyDCP Player+ or easyDCP Creator+ public certificate (they each have theire own certificate). easyDCP Player+ or easyDCP Creator+ are then able to open the encrypted DCP.

Starting with version easyDCP Player+ 1.3 the DCP can be exported and loaded into easyDCP Creator+.

This is explained in the section: I have an existing DCP. Is there a way to import the DCP into easyDCP Creator?".
Please check also: I have an existing DCP. Is there a way to import the DCP into easyDCP Suite?

How to generate KDMs and DKDMs in easyDCP: 

easyDCP KDM Generator(+): see manual section from section 4
easyDCP Creator+: see manual section 10