How do you become a knight on final fantasy three?

First you must get a gold chocobo, either through breeding, or as a prize. To get it as a prize, you must defeat Ruby Weapon. You will get the Desert Rose as a battle prize. Take that to the old man in Kalm.

Once you have the gold chocobo, ride it over the oceans to the top right corner of the map. There is a small island that does not appear on the map. On that island is a cave with the Knights of the Round materia.