Well, First of all you should print out the flightplan, which you got from the page I mentioned above. Unfortunately it seems there is no way, than to put in all the waypoints manually, which means, depending on route and distance you need some time to do so.
Start your FS2002 program. Go to the normal page which you use for selecting the route and decide departure airport and destination airport as well. Choose direct GPS.
After that go to the next page where you can process (in German = bearbeiten)) the route as you wish to. You have to point out the locations on your flightplan, which you printed out before and than restore them one after the other from your departure airport until you reach destination airport.
After you finished to do that, don't forget to save the flightplan, otherwise you have to do that every time you would like to fly that route.
Hope this helps a little bit...
fly Korean Air ....