Well it depends on what kind of car it is. However a radiator problem is not something you can fix on your own unless you have a lot of knowledge in that area. You may have bad hoses, plugged hoses, or just any kind of problems with your hoses to the engine, which is what's causing it to overheat possibly. If its a newer car, it could be a fuse or sensor that went out. The best thing to do, is take it to a radiator shop and have them take a look.
If you want to find the leak then you actually want to fill the cooling system with coolant/water and preasurize the system. Then you simply look for where the water/coolant is leaking from. Basic rule of thumb is that if you can't see anything leaking externally it's probably internal, a head gasket or intake gaskets would be most common and there are tests you can perform to verify that. You can also pull the oil dipstick and look for coolant contamination there, it would have a milky look after running the engine a little if this is the case you can destroy your engine running it any further. It really depends on what car you have, engine year make and model would be helpfull.
The knocking you hear when the engine is overheating is actually the combustion chamber becoming soo hot that the fuel ignites before the compression stroke causing it to try and push the piston in the wrong direction. This could cause severe damage and even create pits in the combustion chamber making the problem worse.
I would say if your not smart enough to know you have to have coolant in your engine to find the leak then you should take it to a professional and let them find/fix it for you.
