Hi Kaibab,
1. By default, knoppix does not install any files to you hard drive when you are running from CD. It all runs from the CD, no data is written.
2. If you are using a dial up connection, you can try getting online using KPPP, it is under the K menu in Internet>Connect. If your modem has been detected it should work just fine. You'll need to know the phone number for your ISP, as well as your login and password for your ISP. The FAQ is here http://knoppix.net/docs/index.php/FaqNetwork
3. If it's on the CD, it should be under the Internet section of the menu.