Take $G:=\Bbb R$ (additive group) with Lebesgue measure, $K:=[0,1]$ and $F:=\Bbb Z$. Then $$KF=\\{x+y,x\in [0,1],y\in\Bbb Z\\}=\Bbb R$$ which has infinite measure.
Take $G:=\Bbb R$ (additive group) with Lebesgue measure, $K:=[0,1]$ and $F:=\Bbb Z$. Then $$KF=\\{x+y,x\in [0,1],y\in\Bbb Z\\}=\Bbb R$$ which has infinite measure.