To achieve the Knight Ending, you need to get the sword located in savestate 3. To get the sword, go 90 degrees to the right once you load in, and you should eventually come across the sword.

Once you have the sword, you must go to savestate 7, then you must go to the light at the end of the hallway, this will take you to the forest (Final area). Once you are in the forest you must walk forward until you see this screen, signifying that you have obtained the Knight Ending.