I heard about Samsung Knox recently. I have a simple question about it: how to download Samsung Knox and install it to my Samsung device which doesn't have Knox pre-installed? I believe the pre-installed Knox is only on Galaxy S4 device.
According to the official KNOX website, Samsung KNOX is tightly integrated into the operating system. It uses hardware support to verify the bootloader integrity, a custom bootloader to verify the OS integrity, and a custom kernel at runtime. It changes the layout of the device's filesystem to add separate encrypted storage for the business-related files. It also relies on hardware support through ARM's TrustZone technology.
Depending on how much of the hardware support already exists on other Samsung devices, it may be possible for Samsung to later backport the KNOX feature for older Samsung phones with a device update, but it's certainly not possible for anyone else to do so, not even by installing a custom ROM. (That wouldn't add the bootloader support to ensure the ROM isn't changed later.)