I put mine between the main output of the Kemper and the input of my audio interface.
So I have
Guitar -> Kemper Input -> magic -> Kemper Output -> audio interface -> DAW -> Monitors
This way I can record a loop with the desired sound (say a clean amp setting). Then play the loop and change the Kemper to something different (say, more gain) and the back stays clean and the new signal has more gain.
If you put it early in the chain and change the Kemper amp setting the loop is affected. Of course some people WANT this - if they do, do it before.