In order to have the kernel module run, you need to first load it into kernel memory space, of course. This is known as inserting the module into kernel memory.
Getting the kernel module into the Linux kernel segment can be done in a few ways, which all ultimately boil down to invoking one of the [f]init_module(2) system calls. For convenience, several wrapper utilities exist that will do so (or you can always write one). We will use the popular insmod(8) (read it as "insert module") utility below; the parameter for insmod is the pathname to the kernel module to insert:
$ insmod ./helloworld_lkm.ko
insmod: ERROR: could not insert module ./helloworld_lkm.ko: Operation not permitted
$
It fails! In fact, it should be pretty obvious why. Think about it: inserting code into the kernel is, in a very real sense, even superior to being root (superuser) on the system - again, I remind you: it's kernel code and will...