Hi and Welcome... Here's some direction...
I guess you've done the tutorials with LEDs before you got to knock? Or can do them now?
Here's what I'd do:
First, in the knock tutorial, where it sends "knock" to the monitor, replace that with a line that does a digitalWrite to a pin of your choice, as if to switch an LED on. In fact, switching an LED on is a good place to start with this. (Don't forget to set the pin to output first.) And you would probably want to put a delay in there to switch the LED off again... Something like that anyway.
Then, read this tutorial
or any similar one to see how to switch a relay. Note that it's simply a matter of switching an Arduino output pin, as if it was an LED.
Last, rig up the relay as in that tutorial, and replace your LED with that.