Check from when is your iso. As I heard or read somwhere, there was one iso from which alsa wouldnt work. I dont remember exactly if it was the version from 14.11. or that before.
I can tell you sure, that i can start my knoppix version 3.3 from 19.11. using the cheatcode knoppix alsa and sound would work.
I have soundblaster audigy.