Researching sally forth allows a group of knights to charge out of your keep, through your castle and exit beyond the white line.
The amount of knights that charge depends on your level of research, and a maximum of 10 can attack once your research is full.
Knights have very strong hit points, however they are killed very quickly by groups of archers. A large group of knight though can inflict heavy damage on a group or enemy troops and they provide another line of defence for your castle
Knights from a sally forth also decimate enemy catapults wiping out even a massive group of them in seconds of they get close to them
There are also multiple cards you can use to allow more knights to charge during the battle greatly increasing just how much damage you can to the enemy.