1. Do you have anything in knowledge yet?
2. Have you built your knowledge yet?
3. When in the Service Desk Configuration Center and editing a "Configured Application" (will need to repeat for all), the "Free text search index path" needs to point to the folder on your server where knowledge is built. I shared the folder "C:\ProgramData\LANDesk\ServiceDesk\Myframework.withKnowledge" as KI and then used "\\servername\KI" as the path.
Depending on the version of Service Desk you are using, the location of the frameworks may be different so review the documentation.
#3 is the most common issue I have seen but since your new there may be nothing to link to yet so #1 and #2 need checking.