Most programs support the -v switch in the command line, for example 'man -v' will print the version of the program 'man' you have installed ('v' stands for 'version').
To print the version of the kernel you're running, just type 'uname -v' although 'uname -a' gives a bit more useful information. Note that these commands must be run in the command line or in a terminal emulator like Konsole or xterm.
To find out what version of KDE you're running, just open any native KDE application (KWrite is a good bet) and click on 'Help' and 'about KDE'.
I'm not too sure about finding out which version of Knoppix you're running... maybe it's actually written on the cd?
Hope this is helpful!