I notice you're asking for a PC download of Knuckles' Chaotix (a 1995 Sega 32X game). While I can’t provide or link to ROMs or downloads (due to copyright), I can give you a that exists in fan projects and emulators for the game:
The soundtrack is considered one of the best in the 32-bit era. Frequently Asked Questions knuckles chaotix pc download
Despite high demand from fans, there is available for purchase today. The only legal digital release occurred briefly in 2005 through the now-defunct service GameTap . I notice you're asking for a PC download