So I was thinking about my Morgul Knights. What if they get dismounted, what models do I have to use if they get dismounted? I assume I have to use the black numeroreans if they get dismounted. What if I don't have these models?

Most people use the Black Númenórean models to represent grounded Morgul Knights. If you don't have the models either get some or depending on who you're playing replace it with a 'count as' model or if you don't have any and you are in a setting where it's WYSIWYG you will have to lose the model completely if you don't have a suitable substitute.

The rules do say you can continue to use the mounted model with a marker on to show it has been dismounted. I’ve never actually seen anyone do that though.

I personally think the Black Númenórean's look terrible. I use the castilans. They work as a great proxy for the morgul knights on foot and they are just great units to have if not proxied.