You have to get the strongest swords, butt plugs etc. to be able to beat them, also you have to find each of their weaknesses, in battle when you choose something it should say "he moans with excitement". When you complete this, they'll appear in the library, where you can fight them again as much as you want.
Here are the locations, you can only find them at night (you need to skip to the next night if they don't appear)
Blue Knight (top) - i think he was at Eden beach collecting meat
Green Knight (bottom) - i think you can find him collecting fruit in Feasterra
Purple Knight (versatile) - collecting wood in High wood forest, i also think you can find him collecting iron in the dessert