If you already burned the downloaded Knoppix ISO to a CDROM, you'll find a directory there called "knoppix"

Example: ( D: is your cdrom drive)

D:\knoppix

Copy that directory to a directory on your hard drive (i. e. C:\knoppix )

Make a boot floppy using the mkfloppy.bat file in the Knoppix directory.

Now when you start your computer, make sure the boot floppy is in, when it boots up, it'll search for the Knoppix directory (in the cdrom drive first, then on your hard drives) once it finds the Knoppix directory on your hard drive, it boot normally using that image on the hard drive.

Note: Make sure you don't have the Knoppix CDRom in your CD drive or else that's the one it'll load.