I get a quest from Knight's Guild, to save a kidnapped kid and a knight, so I fast travel to the dungeon, search everywhere, but there is not any kid or knight, so I try to explore the dungeon again using Left Wall rule, but still nothing. How can I find them?

Look for the hidden doorways and passages. Also, see if the 3D map has a view that can help you find the unexplored areas.

http://www.uesp.net/wiki/Daggerfall:Dungeons

Finally, it may be a glitch, do you have a save from before you got this quest in case you need to try it again? IIRC, you can turn down or fail a quest or two before the consequences become too dire.