If you pause the game and go to Abilities List, it'll tell you how to use the Move Thief ability, which is how you put yourself in the steal finisher state. Then you need to check the moves lists to see where you have to be set up for the Kimura. I think both of those lists are in the Match Information section of the pause menu.
"Computer over? Virus equals very yes? That's not a good prize!"-Strong Bad
Hold the right bumper and press up to steal your opponent's wakeup taunt and enter finisher thief state. You can also perform your opponent's signatures if you can manage to build a signature before your finisher thief state ends. The easiest way is to just wait until your momentum meter is nearly full and taunt or do a couple quick moves after your finisher thief wakeup taunt.