Starter questions

I recently got back into warhammer after not having played since 7th, I ended up picking up Canis Rex. I am wondering where to go from here in terms of units that are a must play in an imperial knights army, as well as this I have heard that the 30k imperial knights are cross compatible, do they have different data sheets from the 40K ones and if so where do I find them, also is there any generally useful advice for imperial knights in general. Thanks in advance