Before you generate a world in the settings there is a large menu for races in the game. Next to dwarves you will see a tab for playable. There will also be one for Orcs and Kobolds. Select these to make the races playable in game. They are built into masterwork this way.
Remember to do it before generating a world. You then will select a civilization when you are embarking. Dwarves look like statues. Kobolds are grates. Orcs are something else I don't remember.
Remember to search around the forums if you have more questions. There is a dedicated Dwarf, Orc, and Kobold thread usually on the first page or two of the forums. In masterwork it's also very important to read the manual. A lot of time has been put into it and it will answer almost everything you need about playing each race.
Also read everything in the gui menu for all the settings. It's very common for people to skip the fine print on each page. A lot of stuff in the settings, like playable races, must be toggled on or off before generating a world. There are only a few marked things that you can change. So read the manual, decide what features you do or do not like, but then you're stuck with it until you decide to make a whole new world again. I'd suggest turning off diseases while you get the hang of the mod.
Also if you like the Orc or Kobold, consider making a thread on here following your fortress progression. They are always an interesting read and change of pace from the common dwarf fortress.
Feel free to PM me if you want. I won't know a ton about Orc or Kobold, but could probably help with most things.