Much of what a desktop environment provides is never directly visual. You never see session management at work, for example, but you will see its results. Desktop environments need a window manager to be fully functional. KDE provides its own built in window manager, kwm, but the user can change to any other KDE compliant window manager at his whim. The line between Window Manager and Desktop Environment is not a hard and fast one.
Some window managers provide session management, for example.
Some provide only partial support for those environments, while others provide no support at all.