That's the way. I check the files in /var/lib/mysql/mysql. There are no files, only links to files placed in /KNOPPIX/var/lib/mysql/mysql. So, I delete the links placed in /var/lib/mysql/mysql, copy the files placed in /KNOPPIX/var/lib/mysql/mysql. Change permission to 777 and voila, everything works fine. I was able to create mysql users

Thanks for the ideas