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The Daily Client SDK for JavaScript allows developers to build custom video call apps with various features, including a knocking feature that enables guests to request access to a private room. The demo app showcases this feature, where owners can join a room and allow or deny guest requests. Guests can knock to enter the room, and owners receive notifications when someone is trying to join. When an owner accepts a guest's request, the guest is added to the call, and their video is displayed in the UI. If the owner rejects a request, the guest is notified with a rejected message. The demo app covers the key aspects of building this feature using Daily's Client SDK for JavaScript.