Im trying to do the Sniper Training and the guy keeps telling me my shot misses because of my "Windage" But he doesn't ell me to adjust either of the knobs! What am I supposed to do?

Are you on the Angeles Range? Saunders should tell you about the knobs when you first zero the rifle. The flag will give you the wind speed and direction. It's up to you to adjust the Windage knob. Check out page 18 of the manual. Assuming GOG is using the same one.

I did read the manual and I do adjust the knobs, but he keeps telling me my windage is off but NOT what knobs to change. As soon as he tells me my windage is off, he goes into saying to reload and fire again

If you need to adjust it, just click on the knobs until your crosshair's aiming at the last bullet hole and it should be just fine

The manual does not tell you anything on how to make adjustment nor the data book.

The closest thing is the Windage page of a flag which I end up not even close using that formula for the windage knob. Nowhere in the Data Book says how to adjust the BDC nor the Windage knob for distances and wind.

Its like everything is told in a indirect manner.