The on KICK event triggers when a user is kicked from a channel.
$knick is the nick that was kicked and $nick the nick that has kicked.
Note that if you want to rejoin automatically after a kick, you can turn this on in the mIRC options dialog. But remember that you normally haven't been kicked without reason and many people don't like autorejoin. Additionally, there is a mIRC option to keep channel windows open (when kicked).
This example would trigger when you have been kicked out of a channe and echo it to your Status Window.