According to their Wiki, other Distros (including DE) are not supported/documented and if you do it’s at your own risk.
Personally, I wouldn’t dare trying that.
The kicksecure documentation is well written. Go here for distro-morphing of Debian 12, step by step things to do are pretty explicit and you can even copy the command lines if you think you’ll make a mistake…
TrackerControl is quite similar to NetGuard, but I find more user friendly and you have all features you need. Get the full version from F-Droid or from their Website.
For Nebulo, you can get it here, or F-droid, but the website gives you all useful info you need to know.
I honestly prefer to have Nebulo + TraclerControl combined. I never saw any ad on my mobile.
Nebulo is great because it uses privacy-focused DNS server, while TrackerConrrol identifies and blocks any tracker as you want.
You can try Frost, a web wrapper for Facebook: get in on F-Droid here.
You can also run it isolated using Shelter, another app on F-Droid, get it here.