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Before you can use a disk you must partition it, then format the partitions (create filesystems on the partitions), and then mount the filesystems. Knoppix doesn’t do any of these steps for you, because it is intended to be run as a Live CD, and it doesn’t touch the hard drives in the process (except for SWAP partitions).
Partitioning the disk means just what it says; you break the disk into smaller pieces, which are usually independent of each other. When you partition the disk, you usually provide a rough idea of what the filesystem type will be. Partitioning can be performed with cfdisk, but it sounds like you already understand this part.
Next you need to format the partitions. Formatting the partitions creates a filesystem on the partitions that the OS can read and write. My guess is that you skipped from here stright to the last step. To create a filesystem in Linux, use the mkfs command. Ext2 is the most common filesystem in Linux, and although Ext3 is newer and better, Ext2 will cause you fewer problems if you don’t know what you’re doing (I don’t think all versions of Knoppix have a kernel with built in Ext3 support, so you can’t use bootfrom=/dev/hda1 if hda1 has an Ext3 filesystem). To format hda1 with an Ext3 filesystem the command would be “mkfs.ext3 /dev/hda1”.
Finally you need to mount the filesystem before you can use it. Mounting a filesystem is basically the process by which you tell the OS that you want to use a particular filesystem, and you give it a name that you can refer to it by. In Windows this is where you assign a drive letter like D: to a filesystem. In Linux it will be something like /mnt/hda1. To mount /dev/hda1 the command would be “mount /dev/hda1 /mnt/hda1” assuming that the directory /mnt/hda1 exists. Filesystems can also be mounted in Knoppix by clicking on the icon of the partition that the filesystem exists on, on the KDE Desktop.
Once the filesystem is mounted, you can access it at the mount point, in this example /mnt/hda1.
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