timmymic,
Kentucky has had an elk season for the past 8 or 10 years. It is Draw only. You have to pick 2 of: Rifle Bull, Rifle cow, Archery Bull, Archery cow. when you apply online. Hunt success rates are generally higher than out West. However, the trick is to get drawn in the first place. No preference points. $10 donation each year when you apply (no refund). Between myself, my daughter, and my son in law, we have all applied most years. Daughter finally drew a rifle cow tag for December of this year.
If you are familiar with "Out West", the country is not as vast as you may be familiar with. Also, probably not so much public land as you may be familiar with. As a result you will have to do some research to find an area to pack into, set up camp, and hunt out of camp. But the hills, as they are, can still be challenging.
The KY Fish and Game website will have info regarding draw application dates, regs, etc. Good news for you, the 16 county KY Elk Zone is in the SE portion of the state closest to NC.