Walkthroughs for Campaigns and Maps in WoGA.

In the first campaign, first mission. I collect all the resources, talk to everyone (except the Knights), talk to the Knights, go to the house of Kirg or whatever his name is, to the monks, to the miller, to the Knight, and get a Spearman.

Collecting resources and talking to everyone before meeting the Knights is unnecessary. The first thing you need to do is approach the Knights, and then visit everyone in the order you mentioned.

Then I do as shown in the picture. What am I doing wrong, and why don't the Knights disappear?

You placed the peasant in the exact cell where you needed to. The only thing is that he needed to be placed to the right, not to the left of you. And after that, run along the road to the left-down into the "shelter". The next day, the Knights will be next to the peasants, and after another day, they will clear the path completely.