In some 'knock three times short story', it could be a superstitious element. There are cultures where knocking three times is thought to ward off bad spirits. So the story might revolve around a character who is constantly knocking three times to keep himself safe from the unseen evil. He might be in an old haunted house and the three knocks are his way of trying to stay in a positive spiritual state.
I'm not sure which specific 'knock three times short story' you mean. There could be many stories with such an action in them. It might be about a secret code where knocking three times is a signal for something, like in a mystery adventure where it unlocks a hidden door or reveals a secret passage.