You don't play the card as Kaldring's activated ability is resolving; rather, that ability gives you permission to play that card that turn. You must follow the normal timing permissions and restrictions for the card when you play it. To play a land this way, you must have a land play available. Notably, if you activate Kaldring's ability during an opponent's turn, you won't be able to cast a spell that way unless it has flash and you won't be able to play a land that way at all.