Most users will want the Steam version of Knights, as this has more features than the open source version. It is coming soon to the Steam Store and will be a free download.
An open source version of Knights is also available. This only supports LAN and local play modes (no online play) but is otherwise identical to the Steam version. You can get it from the GitHub repository or from the archives page.
If you are looking for the original Amiga Knights, it is still available from Aminet. Alternatively, you can download this ADF file (880 K) which boots directly into the game.