Explanation
The Knowledge Lightning component is a component that allows users to access articles from the Service Cloud Console app. However, if users want to access articles from a different app that does not use the console, they can use the Knowledge related list instead. The Knowledge related list shows articles related to a record based on data categories and shows article details such as title, summary, rating, and view count. To add the Knowledge related list to a record page, an administrator can use the page layout editor and drag and drop the Knowledge related list to the appropriate section on the page layout. References:
https://help.salesforce.com/s/articleView?id=sf.knowledge_lightning_component.htm&type=5
https://help.salesforce.com/s/articleView?id=sf.knowledge_related_list.htm&type=5

Explanation
Lead assignment rule is a feature that can be used to route new leads to the correct sales person based on the lead address. Lead assignment rule can assign leads to users or queues based on certain criteria, such as lead source, industry, or location. Lead assignment rule can also send email notifications to the new lead owners or other recipients.
References:https://help.salesforce.com/s/articleView?id=sf.leads_assignment_rules.htm&type=5

Explanation
My Domain is a feature that allows administrators to create a custom domain name for their Salesforce org that replaces their instance URL (such as na35.salesforce.com). My Domain provides benefits suchas improved security; enhanced branding; faster navigation; access to Lightning components; etc. However, one of the considerations when enabling My Domain is that it changes how users log in to Salesforce - instead of using their instance URL login (suchas login.salesforce.com), they have to use their My Domain login (such as mydomain.my.salesforce.com). This applies to all internal and external users who access Salesforce via web browser or mobile app.
References:https://help.salesforce.com/s/articleView?id=sf.domain_name_overview.htm&type=5