Kingsmaille is a variant on European 4 in 1 where every link is doubled. In other words, wherever you would find a single link in Euro 4-1, you will find two in Kingsmaille. You can use this same technique on many other weaves to create simple variants. For example, Emperor's maille is Euro 6-1 with every ring doubled.

Of course, doubling the rings in a weave makes it tighter. Kingsmaille is considerably more dense than normal Euro 4-1, and cannot be made with several of the smaller ring sizes. Two good ring sizes for Kingsmaille are 5/16" 16 gauge and 3/8" 16 gauge. Kingsmaille will invariably make heavier maille than Euro 4-1 - more than twice as heavy for the same ring size.

We use the same basic technique to make Kingsmaille that we do to make Euro 4-1. To start out, pass eight rings onto a single ring. Pass another open ring through those eight and close it.

You can lengthen a unit chain by connecting units side to side, or by adding directly onto the chain, like so:

A finished unit chain, of course, begins and ends with what would be in Euro 4-1 a single link. Since we're using Kingsmaille, it's two links. This unit chain is six units long.

To connect unit chains together, lay them out as shown:

Pass two links through two of the links on one chain and two links on the other.

And continue adding links down the chain.

Note that each new link passes through eight other links. Thus Kingsmaille is an eight in one weave. However, because of the doubling, it is often known as "European Eight in Two", or Euro 8-2. This denotes that every eight links passes through two links.
That's really all there is to weaving Kingsmaille. Have fun!