In The Last Jedi, Luke discusses what happened between him and Kylo Ren:
I can't remember his exact words, but Luke basically says that after their confrontation, Ben Solo left, taking some of Luke's students with him and killing the others.
Were these people the ones who eventually became the Knights Of Ren?
I've not read any of the novelisations or other books, so apologies if this has already been covered in those sources.