Hello and welcome to our forum! Feel free to write in English if that's easier for you - most of our community understands it, and it also helps to avoid potential misunderstandings. 
I actually own several Club Nintendo magazines that contain an advertisement for Zelda Kingdom Online. When those magazines were published, I was a child and didn’t have access to the internet. That changed around 2002 or 2003, and I started searching for Zelda Kingdom Online because the ad had made me incredibly curious about it.
However, by that time, it no longer existed. Instead, I found a German-language fan forum also called Zelda Kingdom. The owner went by the username El#Paso, and as far as I know, he later helped create Zeldapendium, the German counterpart to the English Zelda Wiki. Zelda Kingdom by El#Paso was shut down years ago, too. Unfortunately, I can’t remember whether it was only accessible via the .de-domain or also via the .com-domain. If El#Paso took over the .com domain when it became available, it’s possible he even saw the original Zelda Kingdom Online. I can try to see if it’s still possible to contact El#Paso via Zeldapendium - if so, I can point him to this thread. Maybe he has some cool info to share in this discussion.
By the way, my personal guess is that Zelda Kingdom Online was simply an official website by Club Nintendo, possibly with animations and similar features that made it look like a game.