*and there is no knoppix-data.img on my hdd
Okay, you don't have one there (yet).

*perhaps the install script is different from knoppix tohd
Most definitely it IS different.

*and i noticed knoppix 6.2 have no option to make persistent swap file and persistent home directory on the hdd
It comes up automatically when tohd/fromhd is used; hope someone else can jump in on this one.

*and i noticed that knoppix 5.3.1 has much more programs , why 6.2 has less number of programs ?
I think Klaus was focused on making it "lighter" for CD/Flash drive use, and trimmed some stuff - but things I missed (like K3B) were replaced (Brasero does the same stuff, only more.)

thanks best regards