No every 5th auto attack will place one mark on your oppoent (with w's passive), all your skills add one mark each. Once your opponent gets the 3rd mark placed on him he gets stunned.
edit:
here just read this
http://leaguecraft.com/champion/Kennen
edit:
here just read this
http://leaguecraft.com/champion/Kennen
A good combo to pull off would be Q>E>W. Just keep throwing your shuriken until you hit. Once you hit, just lightning rush in and hit electrical surge. Alternatively, you can E>Q>W, where you lightning rush in, get right behind the enemy to throw your shuriken (so it doesn't miss), and then electrical surge to finish it off. If you find that you have your auto-attack energized with a mark of the storm, you can AA>E>W and basically just use the auto attack as a more reliable
Thundering Shuriken.
In short, just spam your spells.

In short, just spam your spells.
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1st auto
2nd shuriken
3rd?
Sorry im lost :P