Question

1. Do you want to know more.
2. Do you want to know a lot.
3. Do you want to know a lot of things.
4. Do you want to know effectively.
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Are they all grammatical? The verb 'know' is used as a pronoun and as a verb. Then what is the part of speech of 'more' in #1? What is the part of speech of 'a lot' in #2? A pronoun or an adverb?

Answer 1

All 4 are grammatically correct, yes.

"to know" is a verb in its infinitive form. Verbs are not pronouns.

The words "more" and "lot" are serving as direct objects in 1, 2,and 3. They are not pronouns or adverbs.

In 4, "effectively" is an adverb.

Answer 2

Thank you for your help. I corrected errors.

1. Do you want to know more.
2. Do you want to know a lot.
3. Do you want to know a lot of things.
4. Do you want to know effectively.
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Are they all grammatical? The verb 'know' can be used as a transitive verb or as an intransitive verb. Then what is the part of speech of 'more' in #1? What is the part of speech of 'a lot' in #2? A pronoun or an adverb?
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Then do you mean 'more' is a pronoun?

Answer 3

The word "more" is not a pronoun. Basically it's an adjective that indicates an amount of something or an adverb that indicates the comparative degree of another adjective or adverb.

They had more pizza than they could eat. (adj)
She was more talkative than I remembered. (adv)
He is more handsome than his actor friend. (adv)

http://www.onelook.com/?w=more&ls=a

Once in a while, it will be used on its own -- as if it were the noun (as in my first example above).