I'd use the knife to cut fiberous bark or plants or leaves, to make cordage. With the cordage and wood that I carved into a fireboard, drill, etc., I'd start a fire.
Whether or not I'd build a shelter before or after the fire, or at all, would depend on the weather and environment. With or without cordage, excellent shelters can be made.
I'd use the knife to carve a rabbit stick, which I'd use to hunt small game with.
I'd cut and then sharpen a point at one end of a hardwood pole, to use as a spear. I would harden the point of the spear in the fire I started. Makes no sense to use a knife as a spear point. That's a good way to lose your knife.
I would signal search planes with a signal fire during the day, with a big stack of green bushes that I'd cut in the morning, and throw on the fire if a aircraft is spotted nearby. Of course the knife would be used to gut and skin the animals I hunted. Their hides would serve as clothing and footwear.
Finding water and shelter would be top priorities. I'd do my best to stalk and follow animals and/or their tracks to water. after getting water and shelter, I'd concentrate on getting food.
In the desert I'd move out at night, before sunrise, and after sunset. During the day I'd rest in the shade - just like the animals.
I believe with the right training and mindset, a person can not only survive, but thrive, in most any environment. However I wouldn't want to do it without a knife, even though that can also be done.