Hi Kirsten,
my english is not perfect, too. I guess, we both could do better in german but with respect to the audience here, let's keep our conversation in english. By the way, your english is fine for me. 
Regarding the error message "handler for Z_KO_CONNECT was not installed" please have a look into your coding. For the step1 example, the handler registration is done in lines 114 to 117. But you registered the StfcConnectionHandler instance as your handler for Z_KO_CONNECT which is very confusing. Why not creating an own class called ZKoConnectHandler instead?
And did you comment out step4 and execute the step1 method in the main() method before starting your Java example program? It would be also problematic if you were running multiple example programs simultaneously. So just start one and retry.
At ABAP side you need to activate your remote function module of course. Is it remote enabled? Please test it in transaction SE37 by calling it locally without a destination first. Does it work?
Best regards,
Stefan