You can't just run through the gears, you do need to bump the wheel back and forth as you run through the gears so they can line up and drop into the next one. If that fails to get you into the lower gears, there is probably something assembled wrong in the transmission. I don't know Kawasakis specifically, but on the Honda's the shift forks have a specific orientation and position in the transmission. You also need to make sure the shift forks engage the shift drum. The Honda transmissions also operate 4th and 5th gears with the same fork, if I remember correctly. If you didn't engage the other forks to the drum properly, only 4th and 5th gears would operate. On my Yamaha TT, the pawl mechanism on the end of the shift drum has pins. If you left out one of the pins or left out the wrong pin, it's possible that you wouldn't be able to shift down past a certain point. You're going to need to re-split the cases. I had a dealer assemble a transmission incorrectly once and the results can be quite catastrophic (this is why I do all of my own transmission service from now on).