The apparent leader of the group, who calls himself Ren, offers to let Ben Solo join them before before retreating, he can apparently sense the Dark Side inside Ben, while the Knights don’t appear to be active Force users, they are all sensitive to the Dark Side of the Force.
Ren also mentions Snoke by name, indicating that the Supreme Leader of the First Order is already a player in the galaxy at this point, and that the Knights of Ren are already working with him, years before Ben Solo and Luke Skywalker ultimately part ways.