The assimilation is progressing nicely...
The explorer question depends on the GUI you're running.
In Gnome it's called nautilus. Hmmm, I should back up....
Linux is possibly running for you at a command prompt which is an analagous environment to the old MS-DOS prompt, except you can run multiple instinces of it at a time. The first step towards graphics is Xfree86 or Xwindows or whatever it's called. Then Gnome runs on top of that and gives you a nicer, and more asthetically pleasing interface. There is also KDE which has it's own followers, I really don't know the difference but I use Gnome.
I don't know much about Knoppix.