Something I Didn't Know About Knoppix And Need Info About

I booted a Knoppix 2007 live CD last night trying to get photos off an old digital camera that uses serial connection.

GTKam had the driver and to my surprise I found I could save the pictures to the desktop. That was something I haven't been able to do with other live CDs.

I've played a little with it, but I missed the part that Knoppix could do that and I'm wondering what else it can do.

Is this a live distro that gives you access to a machine as if it were installed?

Is that why Klaus asks why bother to install it? How is it made that it lets you save files like that?

Anybody out there can maybe explain it to me? I'd appreciate it.