Double consonants 

In English, there are often double consonants in a word. Ph in photo, ps in psychology, kn in knowledge, kh in khan, are some examples. How they are formed and how these words are pronounced?

In ph, ph is pronounced f. (b, p, m, f) are in one group by pronunciation. p is stronger than f, and f in turn is stronger than h. f is a compromise between p and h.

In ps, p and s have similar pronunciations. Yes and yep are often used interchangeably.

In kn, kn is pronounced n. Does college have anything to do with knowledge?

In kh, khan is pronounced kan. In Chinese, khan is written as 汉 (han), or 可汉 （kehan, or k-han). This suggests khan are pronounced kan or han in different places. 

Overall, the same word may be pronounced differently in different places at different times. Double consonants in written languages may be the combination or compromise of different pronunciations.