The passage basically says to be persistent and faithful in prayer, even when results or answers are not immediate. God is always ready to respond, but in His time and to pertinent requests.

The setting in Luke 11 is Jesus and the disciples are in a secluded place away from the crowds.  The disciples are wanting to learn more about praying.  Jesus teaches them the Lord’s Prayer prior to v9.  It is a model for prayers with adoration, confession, thanksgiving and asking for something humbly.

I have used the knocking as God knocking on the door of your heart, 24/7 365.  He won’t open the door, YOU have to open it and accept him.