What did a lord, knight, and serf do for each other?

Lord gave land to knights, who in return were obliged to join the lord war party in person, in heavy armour, mounted, when lord called for them (the length of service varied).
Lords were taking care of children and widows of their vassals.
Knights also had to protect lord's lands in case they were attacked. Sometimes knights were obliged to help pay ransom, when lord was captured.

Knights responsibility towards serfs was to protect them. He also gave lands to serfs.
Serfs in return had to work on knight's land for certain time during the week.