Download the ISO image from a mirror (doesn't seem to be any in Japan) or get it locally in Kadena lab at \\kadenix\public\knoppix5.iso
Burn it to CD as an ISO image.
Boot from it.

To use a USB stick as your home directory, choose Knoppix menu | Configure | Create a persistent Knoppix disk image.
Your files will be on the USB stick.
Boot Knoppix with the USB stick inserted and type knoppix home=/dev/sda to avoid a confusing menu choice.