In the KWin menu, go to "Advanced / Special Window Settings". ("Special Application Settings" also seems to work, and I'm not sure what the difference is supposed to be).

Click on the "Geometry" tab, and select the checkbox to the left of the "Desktop" line. Select "Apply Initially" in the middle pulldown box, and then pick the workspace you want the app to start on in the right pulldown box. The next time you start the application, it will start on that workspace.

I haven't figured out how to have KWin switch to the workspace of the just-started app automatically, though. But at least you can click on the taskbar entry and it'll switch there.