You need to install the game client for game play.
The game may not run properly if your PC is below the minimum PC requirement. KNIGHT ONLINE CLIENT DOWNLOAD Version 2511 - 1,000 MB

Game Guide

Please see the game installation instructions and Game Guide for more details.

System Requirements

Before installing Knight Online, we recommend that you make sure your computer meets the minimum specified requirements to play the game. If your CPU, RAM or GPU is relatively lower than the specified, gameplay may still be possible at lower resolutions. Windows 2000 and newer OS versions are supported with Knight Online.
Please note that Windows 98 may not support a smooth gameplay experience.

Minimum Recommendation
CPU Pentium3 600MH Pentium4 1.8GH
VGA 3D Acceleration 3D Acceleration