Question #1: In Windows, most program are stored in C:\Program Files\DIRECTORY of APP (applications that follows standards). WHAT is the equivalent for Knoppix and Linux in general?

open a command prompt type this:

mc <enter>
This is the midnight commander - it is your friend-it works from the command line OR a terminal window-it is included in many Linux distros. It is very easy to use. Learn it- it just takes some playing with and you'll get it. It can display different sorts of files in different colors. The executable programs are not necessarily listed with a name that explains their function. But to answer your question - many are stored in /bin & /usr/bin.

(A) Is there any way I can maintain the apps I install in Knoppix to be available everytime I reboot with CD without having to reinstall?

Not sure exactly what you are asking here but you can install Knopppix to a hard drive

you can save customizations for the live cd on a floppy

you can create your own custom cd with whatever you want more or less.

As for the rest of your questions - go read the documentation on the knoppix website. It's all there just search.