Both of these work together to form a simple machine. You can't have one without the other.
If you try to turn just the axle itself, then you'll find it takes a lot of work. This is because the inertia of the axle wants to keep the object at rest. Also, you won't have a lot of torque due to the small radius compared to what a doorknob can offer.
Using a doorknob is like putting a (steering) wheel on an axle. This increases the radius and therefore increases the torque. You put in less work into the system and get more out of it.
