Knock Sensor:
Knock Sensor location:

It's a bad picture, but it's behind all those hoses under the number 3 cylinder. Easy to install. Just a 12mm bolt.
Obviously this is an SR, but I believe KA and SR use the same knock sensor, and are installed in the same place.
www.bumnah.com/fsms
I don't think I have an KA24DE equipped 240sx FSMs up, but I have one at home I can try and scan in the most helpful page.