I like to use the cheatcode tohd to put the knoppix dvd onto the hard drive. However, I didn't use mkimage when I ran it initially. (I don't know if that would make a difference)
For some reason, using the cheatcode "mkimage" later was ignored.
My boot command line was something like this:
knoppix64 tohd=/dev/sda1
and it dutifully created the KNOPPIX directory on /dev/sda1 but I didn't get a persistent storage file.
One thing that's interesting is that when knoppix boots it automagically scans the drives and finds that KNOPPIX directory even if I don't specify the cheatcode "fromhd=/dev/sda1".
So if you want to create that knoppix-data.img by hand just launch a terminal after booting into your KNOPPIX and
dd if=/dev/zero of=/mnt-system/KNOPPIX/knoppix-data.img bs=1024K count=4000
This will make a 4000MB persistent file (you can make larger if you like) The hard drive that I'm using is formatted FAT32 so my limit is 4GB. Using other formats will have no such restriction.
(And as always, exercise care with dd since you can easily clobber your drives if you enter the wrong parameters. They don't call it disk destroyer for nothing. I've done it once or twice by entering parameters without thinking.)
Then you need to format it
mkfs.ext2 /mnt-system/KNOPPIX/knoppix-data.img
(You may need to use a -F parameter to "force" it to use a regular file, since it normally expects block devices)
(For some reason I thought it had to be reiserfs, but ext2 seems to work. I kept formatting it as reiser and it wouldn't use it)
Also, if you don't like the messages about KNOPPIX-DATA when you boot, there's a file called "knoppix-data.inf" that you can rename. It will mount a persistent PARTITION, and since we're using a persistent FILE, we don't really need it. The error messages don't hurt anything, but if you rename that file, you won't see them anymore. You can always rename it back to the original name.
mv /mnt-system/KNOPPIX/knoppix-data.inf /mnt-system/KNOPPIX/was-knoppix-data.inf
HPGYT DELL 960GB SATA 6Gb/s 2.5in Internal SSD 0HPGYT MTFDDAK960TCB
$59.00
### MZ-7KE1T0 Samsung 850 Pro Series 1TB 2.5 inch SATA3 SSD ###
$105.00
G5T03 Dell Intel DC S3700 Series 800GB SATA 6Gb/s 2.5" SSD 0G5T03 SSDSC2BA800G3E
$55.00
Brand New 128GB-240GB-256GB-512GB 2.5 inch SATA3 Solid State Drive 2.5" SSD
$17.99
Patriot P210 128GB 256GB 512GB 1TB 2TB 2.5" SATA 3 6GB/s Internal SSD PC/MAC Lot
$14.99
Netac 1TB 2TB 512GB Internal SSD 2.5'' SATA III 6Gb/s Solid State Drive lot
$13.99
1x 480GB SATA SSD Generic Intel 2.5" Enterprise SSD Drive 6Gbps
$20.00
Fanxiang SSD 512GB 1TB 2TB 4TB 2.5'' SSD SATA III Internal Solid State Drive lot
$13.99
Fanxiang M.2 SATA SSD 2TB 1TB 512GB 256GB SSD Internal M2 Solid State Drive Lot
$109.99
M.2 NVMe SSD 128GB 256GB 512GB Single Notch with Windows Installed 10 / 11
$85.25