If your knees hurt it's either a form problem (you're likely overstriding or lifting your knees too high and slamming your feet into the ground), or a shoe problem (shoes are only good for 300-600 miles of running, assuming you never wear them walking and that you let them bounce back at least overnight after a run, or you're wearing like... motion control and heavily padded shoes when you need less stability or less padding, or vice versa)

Other options are bad knees (unlikely, honestly. Not many people have knees that are so genuinely shot that they can't run, unless they're former paratroopers or are very years old)

Or, if you're carrying a lot of extra weight (backpack full of water? I don't know, people do whatever they do), that'll hurt.

Since you're talking about running in the woods, it's almost definitely not the sidewalk, but, some people need to build up their muscles and tendons by going from softer surfaces (not so soft like sand, but grass) to ashphalt, to concrete.