make xconfig

[windos_no_thanks]

Do you mean you get:

make: *** No rule to make target `xconfig'. Stop.

or do you get:

bash: make: command not found

The make should be present in knoppix by default but the kernel sources are not. If you are trying to compile a custom kernel you need to install the kernel sources first, either as a debian package or directly from http://www.kernel.org/