Without context the following meanings could apply: 1. Your friends are comparing you to your dad but shouldn’t. 2. Your friends aren’t comparing you to your dad because they know they shouldn’t. 3. The speaker is just stating that they shouldn’t. Also, ‘well enough’ is much more common and has a precise meaning but ‘that well’ is ok. For example: ‘My friends don’t know my dad that well. I don’t think they’ll compare me to him.’

The sentence does not make sense because the adverbial phrase "to compare ..." seems to be modifying the verb "know". However, "My friends don't know to compare me to him", does not mean what you want it to mean. The issue is not whether or not your friends know to compare you to your dad. The issue is whether they know him well enough.

I agree with Pip. A better way of saying it would be something like: My friends don't know my dad well enough to compare . . . etc.

Your friends don’t know your dad well, so they can’t compare you to him: it isn’t possible and they shouldn’t be doing that (because they don’t know him).