KEGG is not the best database for PPI interaction mining. Consider, String, BioGrid, DIP etc

you can do it in two ways:

either use String database, it will show you all possible interaction for your given set of genes. It also shows the pathways they are involved in Analysis panel.

OR,you can use your gene ids to look for the interaction in IntAct. Than you can use this interaction file to cytoscape. With cytoscape you can label your proteins with pathways they are involved in.

Thanks Ashmit and Surya for your response, I'm considering using string database.

I don't know if you still need help, but I'll send some tips:

1. Use string, remove the Textmining option.

2. If you have proteins that you can not find in the String, you can use databases in Cytoscape, such as:

File> Import> Network> Public Databases

Then you can choose Databases as:

BioGrid, Mentha, MINT, Reactome ...

3. At the end, from MERGE on your networks.