To Constitute a Kingdom
To have a Kingdom one must first have a King to govern that Kingdom. This King is none other than Jesus the Christ, the Son of God, the Redeemer of the world, as Isaiah hath said, "For unto us a child is born, unto us a son is given: and the government shall be upon his shoulder: and his name shall be called Wonderful, Counsilor, The mighty God, The everlasting Father, the Prince of Peace (Isaiah 9:6)", and also "mine eyes have seen the King, the Lord of hosts. (Isaiah 6:5)" David also saith in another place, "For the Lord is a great God, and a great King above all gods. (Psalms 95:3)" The Kingship of Christ is attested to by Nathaniel the Apostle when he says that "thou art the Son of God; thou art the King of Israel. (John 1:49)" Lastly, Joseph Smith exclaims, "Let the dead speak forth anthems of eternal praise to the King Immanuel. . . . Let the mountains shout for joy, and all ye valleys cry aloud; and all ye seas and dry lands tell the wonders of your Eternal King! (D&C 128:22-23)"
The Dwelling Place of the King
To be a proper king, one must have a palace, built with the best things money can buy, and crafted with the most meticulous care and ability. Indeed the King of Heaven has had palaces, as it were, or in other words Temples, to call His own. God (or Jesus Christ, however you will it phrased) is a truly benevolent King, in that He invites us to enter His House and partake of His majesty. He is so benevolent, He "inviteth them all to come unto him and partake of his goodness; and he denieth none that come unto him, black and white, bond and free, male and female; and he remembereth the heathan; and all are alike unto God, both Jew and Gentile. (2 Nephi 26:33)" He also "will teach us of his ways, and we will walk in his paths: for out of Zion shall go forth the law, and the word of the Lord from Jerusalem. (Isaiah 2:3)"
Delegation of Kingly Authority (Priesthood)
As all kings do, our King delegates His Authority and His proclamations to His servants. "Surely the Lord God will do nothing, but he revealeth his secret unto his servants the prophets (Amso 3:7)", and also "it is impossible that man should find out all his ways. And no man knoweth of his ways save it be revealed unto him. (Jacob 4:8)" Some of His servants may include, but are certainly not limited to: The Twelve Apostles, both ancient and modern (Matt 10); the Seventy (Luke 10); the seven Presidency of the Seventy (Acts 6); etc.
Proclamations of the Heavenly King
His word He has disseminated through the Bible, the Book of Mormon, the Doctrine and Covenants, the Pearl of Great Price, and the magazines known as The Ensign, The New Era, and The Friend.
The Church of Jesus Christ of Latter-day Saints is indeed that Kingdom, spoken of by Daniel, which should be established without hands (that is, established by God) never again to be thrown down. May all come unto this knowledge and join the Kingdom and become subject to the Eternal King! In the name of Jesus Christ amen