Are you really from the UK where your post came from? Most people there know the difference between know and no. End of grammar cops mode.
Assuming that your request is legitimate, one of the problem with Linux that has impacted the wider distribution of the OS is that different "distros" use different tools to install software. The same package that you can install in Debian, for example, will present problems to try to install in Red Hat. So the exact procedure that you use will depend on the distro that you choose to install. And Knoppix is certainly not a good choice for you to install.
However, if you want to try to install something in Knoppix (which may work or may cause problems due to the design choices made for Knoppix as a Live CD), you can try to use the apt system. Look up apt and/or apt-get on Google and read the man-page for apt-get. This will give you some experience with the tool used by Debian and many Debian derived distributions, so if you choose to install Debian later, you will know how to install additional programs in it (it is extremely easy).
Part of the normal apt system is an update command. I suggest that you do not want to do any updates with knoppix, no matter what documentation on the apt system says. That will likely break knoppix. Update is, of course, fine when using a true installed system like Debian.