what is a knowledge worker?
and
how many knowledge workers are there in Europe and the US?

I doubt that there is any truly authoritative answer to this question,
since both the definitions and the estimates of the numbers of
"knowledge workers" vary wildly, depending upon what reference source
is used.

For instance, I've found an estimate saying that there are about 3
million knowledge workers in the United States, and another estimate
that says there are over 40 million.

By percentage, probably slightly higher in Europe than US.

Best

Since nearly every task requires some knowledge and even small
children and demented senior citizens perform tasks, there are almost
1000 million knowledge workers in the USA and Europe. Perhaps 100
million are employed full time in jobs requiring intense and frequent
knowledge.   Neil