So the main question is if I have to soder? First of all, I don't own a sodering iron. I assume you mean use the lionel lockon and just attach that to the track. Then wire A and the U above that to the lockon and I should be fine. So then I wire the upper right U post on the ZW to the KW's U post? Does it matter which side? Basically the accessories can be controlled off of handle A or B on the KW?
No need to solder - you can use the Lock-on. If you turn the lockup upside down, you can easily trace that the #1 clip goes to the center rail and turning it right side up, you can trace the #2 clip to the outside rail.
As for connecting the U terminals, it does not matter as on the inside of the transformer, they are all connected together. Be sure your transformers are phased (and remain phased) - don't just blindly connect the U terminals and move on as if they are not phased, you are potentially doubling the output voltages which is not a good thing.
The accessories can then be controlled off of the KW A and B knobs of the transformer. You can also use the C post to get 6v and the D post to get 20v (But those voltage really are generally not applicable to your setup currently). When phased with the ZW on the U ports, do not use the the voltage between C and D to get 14v and rely on the common return grounding scheme (there is an alternate way of phasing to the C port, but again, it is better for your situation to phase to the U port),
One last note, any of the center rail taps for accessories in the Lionel PDF I linked to above, can also go directly to the A or B terminal on the KW so you can adjust the voltage separate from the track.