Independent clauses with no coordinating conjunction needs to be separated by a semicolon. But in the example you gave, it's just unnecessary to repeat "they don't know" every time. However, the use of comma is alright in your example. It is not wrong per se. Here it is used to separate items in a series.
Example:
Under section 136, a small business corporation is a domestic corporation that does not have more than 75 shareholders, any corporate owners, any nonresident alien shareholders, or more than one class of stock.
Now coming to the serial comma.
There is no hard rule for it. You can drop the serial or oxford comma if you want to. But adding a serial comma removes the possibility of ambiguity.
Consider these two examples:
- To my parents, Allan Greg and Sophie Clarke. (without serial comma)
- To my parents, Allan Greg, and Sophie Clarke. (with serial comma)
The first sentence means that both Allan Greg and Sophie Clarke are the parents of the speaker/writer.
But, the case changes after adding a serial comma.
Now, the sentence about four people: The parents(2), Allan Greg(1), and Sophie Clarke(1).
A better version would be:
In most of the cases, they don't know what they are doing, what to teach at each level, what is hard or easy, and the grammar structure necessary to learn a language.
Still, if you want no change in your sentence except punctuation, you can go for semicolon/full stop. If opting for semicolon, remove the "and" at the end.
In most of the cases, they have no idea of what they are doing; they don't know what to teach at each level; they don't know what is hard or easy; they don't even know the grammar structures necessary to learn a language.
Why I added a comma after in most of the cases
Edit
Credit: Brian Hitchcock
In most of the cases, they don't know what they are doing, nor what to teach at each level, nor what is hard or easy, nor even the grammar structure necessary to learn a language.