I've also get this window and didn't found, how to close it.

But, there is a misunderstanding about Samba use. You started Samba server within the Knoppix installation and added a share. To get access to this share, you need another computer, which works as Samba client. If this is a Linux computer you have to install "smbclient". The same computer cannot work as server and client for the same share.

For experience purpose you can use VirtualBox and for example start Samba client in the OS of the host and start Samba server in the OS of the guest (within VirtualBox).