In puzzles your side always faces upward (just like in a game). Here you're playing Black, so the white pawns are moving down and the black king is not in check.
Puzzle with impossible starting position?

@Rocky64 solved the mystery, assist from Arisktotle... I was confused with the white pawn on a7. But the solution was to reroute the knight to the white pawn.

The Black King is not in Check!
Look at the letters and numbers at the side of the board. It is viewed from Black's perspective. Black is NOT in Check.
Had Black been in Check, White's last "illegal" move would not have been King from g5 to f6. It would have been King from b4 to c3.
READ THE NOTATION ON THE SIDE OF THE BOARD! BLACK IS GOING UP, WHITE DOWN!
Black to move. White played Kg5 to Kf6. Black king starting the puzzle in Check but then white moves, how is this possible? And not the first puzzle I've played with impossible/illegal starting positions.