Re: How the heck do I...?
The castle wouldn't drain resources from your capital, but it wouldn't let your capital to draw resources from the knights province. Unless it's a mountain or near mountains, you won't have enough resources to quickly mass knights.
Resources do accumulate over time, if you are producing a unit, and even if it takes few turns you will eventually get knights even if there aren't enough resources to build even one (in one turn).
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