It's quite possible to put games on a knoppix disk and play them, but like said, the speed would be extremly slow, it would be a nice project to see if its possible and mabye if you don't mind the wait, but for the most part, I wouldn't bother with it.

(If you still want too this might help. http://www.knoppix.net/wiki/Knoppix_Remastering_Howto)