You can start in the Docs link above. There is a FAQ on HD install at http://www.knoppix.net/docs/index.php/FaqInstall .

You should be able to type knoppix-installer from a shell after kde starts up. I referenced /usr/sbin because that's where the script is located in case you wanted to 'look inside'. It sounds like that might be a little beyond your knowledge for now. Keep looking at docs and other posts in the HD Install forum.