I don't have any experience with Tera Term, and it appears they don't have a Linux version so I won't be running that any time soon. But I assume it has to be similar to minicom, Putty, and the like. There should be a "terminal window" (or pane) that provides a portal to whatever is connect to the other end of the serial port. Typing into that window should send those characters out the serial port (to the Kaypro). If the Kaypro serial port has the CCP (Console Command Processor) running, you are essentially typing to "CP/M" and what you type will be echoed back and you'll see it. If you have "PIP SOMEFILE=RDR:" running then you won't see what you are typing because PIP is not "echoing" it back. Tera Term probably has an option setting like "local echo" which you could turn on, so you can see what you type. Or else just "type blind".
But perhaps you need to confirm that you have a working connection, in which case it might be best to start with "console redirection". If you run "STAT CON:=TTY:" what should happen is the "A>" prompt should "move" to the Tera Term window and be gone from the Kaypro screen. Then, you should be able to type commands, etc, on the Tera Term window and "run CP/M" the way you used to from the Kaypro keyboard/CRT. This will confirm the connection is working. If it doesn't work, you'll need to RESET to get back. If it is working, you can run "STAT CON:=CRT:" in Tera Term to get back to normal.
If all this is working, it should be trivial to transfer data. On Kaypro run "PIP SOMEFILE=RDR:" and in Tera Term type some text (which you may not see as mentioned before regarding "echo") and finish with ^Z. At this point, PIP should save what you typed to the file and warm boot (there will be disk activity on the Kaypro).
The next step would be to use Tera Term to "raw send" a small file. So, run "PIP SOMEFILE=RDR:" as before, but use the Tera Term menu to do a raw send of a file. From what documentation I can find, the menu option should be File->Send_file... from which you should get prompted for choosing a file and selecting options. I suggest "Binary" since you don't want Tera Term munging the data. The delay settings may not matter, especially at slower bauds. The split-up HEX files I posted all have ^Z at the end, but if the file you send does not then you'll need to notice when Tera Term finishes sending and then go to the terminal window and type ^Z.