To describe the covering map $K_{mn} \mapsto K_n$, first map the main circle $R / (mnZ) \subset K_{mn}$ around the main circle $R / nZ \subset K_n$ by a covering map of degree $m$ (taking the point $x + mnZ$ to the point $x + nZ$ for each $x \in R$).
Next, the loop of $K_{mn}$ attached to the main circle at a vertex $p$ in $Z / (mnZ) \subset K_{mn}$ is mapped homeomorphically to the loop of $K_n$ attached to the main circle at the image of $p$ in $Z / nZ \subset K_n$.
The rest of the proof is standard covering space theory, explained in most algebraic topology textbooks. I recommend Hatcher's "Algebraic Topology", which has a beautiful page very early in the book showing many covering spaces of the graph $K_1$ whose fundamental group is $F_2$.