The transparent menus are not because of the Knoppix graphics, but is a feature of KDE. To enable menu transparancy, open the control center. Select "Look and Feel", then "Style" and "Menu Effects". You can select translucent menus. Knoppix uses 89% opacity.
By the way, knoppix packages can be browsed here: http://developer.linuxtag.net/knoppix/
The package "knoppix-graphics" has the background and splash screens used in knoppix.