If you have installed Knoppix to your hard drive, the Debian type of install (not simply copying the cd to the disk drive and booting knoppix from there), you can apt-get install the applications you need. Search the Debian web site for the manuals on using Apt. There are commands that you can use to search what packages are installed on your system, search mirrors, search other branches, and possibly search alternate repositories.

If you are running from the live-cd, then you can click on the kicker panel (kde's task bar) start button (letter K on top of a gear icon), and follow this path:
K -> Knoppix -> Utilities -> Install Software while running from cd.

Selecting above triggers a script written by probono iirc (thanks probono!) which allows a handful of selected applications to be installed. Scripts (or "recipes") had to be written for each of the selected applications prior to their inclusion into Knoppix, so not that many were available at the time (probono didn't get the help he requested, from what I remember, although I may have already been corrected on this in another post). Due to the way Knoppix works, it can't install to a non-writeable cd, among other problems. So he set it up so that it installs the app in the user's home directory, and runs from there.

There were/are more recipes somewhere online. If you search these forums, you'll get more details. It may, or may not, be possible to install additional applications besides what is available in the menu path above, if the "recipes", or scripts, are written for the applications you are looking for.

There may be other ways of installing and running apps with the live cd, but if you are asking here, your best bet is going to be what I listed above.

If e-mule is for p2p, you have bittorrent available on the cd for that. You just have to find the torrents for what you are looking for. Bittorrent is also good for downloading (AND uploading) newer versions of Knoppix while the ftp mirrors are busy.

As for wine, if the windows app is installed on a windows partition in a dual boot setup, it may/should/is(?) possible to run it with wine, just from where it is. I can't give you further details, as I haven't tried wine (in the last year, or more).