I've read a little bit on these guys when I was looking at bumble bee gobies. The knight gobies are found naturally in rivers but they are close to the ocean so they call it a tidal zone, I think. This means that some saltwater maybe present, ie brackish. Correct me if I am wrong as I am going from memory!
I've read multiple places that they prefer freshwater however. As far as foods, if I can remember correctly, they prefer live foods, mosquito larvae, inverts, and small fish. They are rather fussy in regards to water parameters. I wouldn't put these guys in a new(er) tank. I think they would do best in an established tank. HTH!