Kazaa only provides a client. The network to which it attaches exists outside the scope of the company. That is, the network is created solely by the clients attaching to each other. Nothing in the program connects back to Kazaa. It's likely that it actually does connect back initially to an index that's hosted somewhere well-known, but it just uses that to find the first peer or two.

Think of it like this: If the government were to shut down Chrysler, then the highways and the vacation destinations would still be there. (Poor analogy, but it's close.)