in order to promote a soldier to a knight you need 6 soldiers as you can only promote 1 knight for 5 soldier. you can promote them with your bailiff.
in order to get there you need to a military fort and make the villiagers take the job as militian then you equip them with swords and send them to missions (with F6) to get them to a higher level and promote them to Soldiers. Now you need to get 1 of the 6 soldiers to max job level to promote them to knight.