How can I embed a Knowledge Graph in a vector space?
I would encourage you to start with this survey paper by Nickel et al.: https://arxiv.org/abs/1503.00759

Recent notable models:   


ComplEx-N3: Lacroix et al. Canonical Tensor Decomposition for Knowledge Base Completion. 2018.
HypER: Balazevic et al. Hypernetwork Knowledge Graph Embeddings. 2018.
TuckER: Balazevic et al. TuckER: Tensor Factorization for Knowledge Graph Completion. 2019.
M3GM: Pinter and Eisenstein. Predicting Semantic Relations using Global Graph Properties. 2018.


Regarding your particular question, the Pxk matrix contains k-dimensional row vectors, one for every entity-pair in the knowledge base (P many) and the kxR matrix contains k-dimensional column vectors, one for every binary relation in the knowledge base. Note though that the paper you referring to here is already an extension over traditional knowledge graph embedding methods in that it assumes additional first-order logic background knowledge.