I'm not sure, if this is the correct subforum. I'm posting here, because I think it might depend on the desktop engine.
I have activated the compose key and mapped it by caps lock. It's working in gedit, thunderbird and many other applications. But it's not working in Kile. In Lubuntu 12.04, this was not the case. So, I guess, it might not be an issue of Kile itself but KDE/gnome/… . Unfortunately, I have no other KDE applications to check whether they have compose key working or not.