A few thoughts
1) Forgeworld is a subsidiary company of Games Workshop, they operate out of the same factory site in the
UK and are one and the same.
FW is more the boutique end of the company in many ways, whilst
GW focuses on the core products and games.
2) Forgeworld don't sell to retail, they retail only through their website. So the only way to get their models is to order off their website, there's no 3rd party store deals, no official vendors and I think the USA only has one
GW main store that actually stocks them (otherwise
GW stores don't stock them either).
Now you can get second hand models online and there are recasters as well (they buy a model - make a mould and then illegally cast the model from that mould to sell for profit - hence recasting). I would encourage you away from recasting as whilst the prices can be very attractive, its not putting money into the hobby, but into a leaching company/person. It's also a topic banned on most forums and groups - not something the community generally wants to encourage.
3) For Knights you want to look at the
GW website and the Knights Codex
https://www.games-workshop.com/en-US/Warhammer-40-000?N=2562756967+725436515&Nr=AND%28sku.siteId%3AUS_gw%2Cproduct.locale%3Aen_US_gw%29&Nrs=collection%28%29%2Frecord%5Bproduct.startDate+<%3D+1581172620000+and+product.endDate+>%3D+1581172620000%5D
Warhammer
40K and then the Knights army tab.
That shows you the models that
GW sells for the army and which forms the base of the Knights army. The Codex there will list out the models that
GW sells as well as the core rules for the army itself. It won't have rules for the Forgeworld stuff, but it does establish the armywide rules.
4) If you want to add the Forgeworld models to your knights army then you want to wait a little since
FW announced only a few days ago that they are making some brand new rules to publish. The original ones are in the Imperial Armour books (sold on the
FW website); however those are now heading out of date (
FW isn't printing any more either so its stock that once gone its gone). The new book should be "soon" but we don't have a fixed date (though
GW's normal marketing at present is roughly a 3 month window so any time iwthin the next few months should see the new book appear).
5) Look up magnetizing, youtube and the web will have loads of guides. If you search for the
GW model knights first there are likely to be way more tutorial which will introduce you to how to magnetize. Magnetizing is a very simple conversion that allows you to put magnets into the arm sockets of the models. This means that you can swap the weapon arms to different configurations. It's a great way to get more from your models and to vary what you've got without having to buy dozens and dozens of models.
On big things, like knights and other titans, its a massive money saver.
If you learn and build with your core with the plastic
GW models you'll get a lot of basic hobby skills which will easily transfer over to the mostly resin
FW models.
At this point I'll leave off as the specifics of what models you can/can't use and what works best with knights and such is something better answered by a player of that force.