Kernel density estimates are smoothings of the probability distribution. Broadly speaking, if a distribution is skewed or long-tailed or whatever,
then the kernel density estimate will be similar.
Regardless of what you mean by normalise or standardise, doing that before a kernel density estimate would be a separate step; and kernel density estimation doesn't do it.
On the latter, many meanings of normalise and standardise boil down to linear scalings, say that the data now lie in $[0, 1]$ or have mean $0$ and SD $1$. Such linear scalings don't change the shape of the distribution. On the other hand, non-linear transformations such as square roots or logarithms will change the shape of the distribution.