It seems you have multiple questions here:
Knowing nothing can certainly be called a participle phrase modifying we. However, I would be inclined to call it an adjective modifying we. ["A participle phrase is a participle along with any associated word or words, such as modifiers or complements. It can be used as an adjective to modify a noun or pronoun ..." The Chicago Manual of Style, 5.109]
Simply is an adverb modifying blowing through also modifying we as above. The participle phrase is acting as an adjective
1), 2) alternative: Consider: We are knowing nothing and We are simply blowing through. In this case we have a "special case" with a be verb making these present participles a conjugate verb with are. This makes simply and nothing standard adverbs. [The Chicago Manual of Style, 5.151] Personally, I would go with this explanation.
- Punctuation is more style than grammar. An em-dash works perfectly well in your last example. However, you might also use a colon. Or imagine if Murakami answers the question with sentence one, but trails off on an unknown tangent; it might look like this:
You said that the mind is like the wind, but perhaps it is we who are like the wind. Knowing nothing, simply blowing through ...
However, if this is his prose, he is welcome to use whatever punctuation he wishes to best convey his point. I write fiction, but I still mostly don't use sentence fragments; I like the em-dash as you did. On the occasion, I will use fragments with poetry or song lyrics embedded in my story.