Why is there no form of "do" in questions of the type "who knows?"

Yes, those sentences are correct. You are wondering why these questions do not have do + infinitive, like most questions. I won't bore you with basic grammar lessons. The reason is that the interrogative pronoun is the subject of the sentence. Whenever that is the case, a question takes the same form as a statement (apart from the addition of the interrogative pronoun itself). The normal subject–verb inversion doesn't happen either, because interrogative pronouns usually need to be in first position.

What do you do? [you = subject]

Who knows the answer? [who = subject]

Note that you could add a form of do if you want to put extra emphasis on the sentence (which is normally not necessary).

A: Did you steal her car?

B: No, man! She's crazy.

A: Then who did steal her car? She is freaking out! [not required; emphasizes question; marks contrast with previous negative answer]

It can be argued that they all follow the normal structure for intransitive verbs of subject + verb, where the subject in these cases is who or what, rather than, say, he or she.

With regard to the specific examples:

• "Who comes?" sounds a little odd. "Who is coming?" is more natural.
• "Who do come?" is incorrect, as question words like who take the 3rd person singular form of the verb, i.e. "Who does come?"
• "What did it happened?" is also incorrect. It should be "What did happen?"

These are shortenings of their actual expressions:

"Who comes" could either be a derivative of "Who is coming?" or "Who goes there?"

"Who knows" is a shortening of "Who could know what actually happened?"

"What happened" is another shortening of "What actually happened just then?"

They're all easier to say, that's why they were constructed like this. In speech, we tend to shorten things.

Other examples could include:

"What?" as in "What was that?"
"There" instead of "It is over there"