Because Sega hasn't ported the game, fans have attempted to recreate the experience natively for PC: Knuckles' Chaotix PC (Fan Remake):

This article covers the history of the game, why Sega ignores it, the legal gray area of downloading, and a step-by-step technical guide to getting it running on your modern gaming rig.

💡 : If you find a site claiming to offer a "direct" or "official" PC installer for Knuckles' Chaotix

There is currently no official PC download or modern port for Knuckles' Chaotix

"Knuckles Chaotix," a spin-off of the iconic Sonic the Hedgehog series, was initially released for the Sega 32X in 1995. This peculiar platformer, starring Knuckles the Echidna and his spherical sidekick, Chaotix, has garnered a unique following over the years. With the advent of emulation and re-release on modern platforms, fans can now experience this classic on their PCs. This review covers the PC download version of Knuckles Chaotix, evaluating its gameplay, graphics, and overall value, as well as the technical aspects specific to the PC port.