Hi there,
I have just installed OpenIndiana Unix and wonder if there is anyone here that have tried to compile the KDE desktop environment for it?

Doubtful - at least not in a while. Doing a little bit of googling, there's a page on the KDE wiki for building KDE on Solaris but the instructions are for KDE 4 with plenty of warnings about how that project was abandoned 4 years ago due to lack of interest. Besides that, some of the comments suggested the focus of OpenIndiana was primarily around the server, so little effort has (or at least had - these posts were 6+ years old) been on video drivers or alternative graphical desktops.

You're certainly welcome to try though. The build steps would be: download, compile and install the latest release of the KDE Framework libraries, followed by KDE Applications and Plasma Desktop. I'd expect to run into dependency issues, though.