Even though both the .kcl and .szs files come from Mario Kart video game for Ninento Wii consoles, it doesn't seem very likely that some kind of export via kcl to szs conversion between these file types is possible. At best it will be possible to modify both of these files with tools, such as SZS Modifier or similar.
In a word, direct kcl to szs conversion is not possible.
So don't expect any so-called kcl to szs converter or kcl to szs free online conversion tool available.