sure. check the documentation on the cd it is all there.
if i rememer correctly you do something like below in windows.

You have to look for boot.img on the CD (under /Knoppix directory), you should have someting called rawrite there aswell.

Insert a formated floppy in a:

click on the Rawrite icon.
Answer boot.img (as the floppy image is called) and A.
Now, you have a Bootfloppy.

hope it helps

EDIT just reboot with both the cd and floppy in the computer, it should start knoppix just fine /EDIT