Click-through rate (CTR) prediction plays an important role in personalized recommendations. Recently, sample-level retrieval-based models (e.g., RIM) have achieved remarkable performance by retrieving and aggregating relevant samples. However, their inefficiency at the inference stage makes them impractical for industrial applications. To overcome this issue, this paper proposes a universal plug-and-play Retrieval-Oriented Knowledge (ROK) framework. Specifically, a knowledge base, consisting of a retrieval-oriented embedding layer and a knowledge encoder, is designed to preserve and imitate the retrieved & aggregated representations in a decomposition-reconstruction paradigm. Knowledge distillation and contrastive learning methods are utilized to optimize the knowledge base, and the learned retrieval-enhanced representations can be integrated with arbitrary CTR models in both instance-wise and feature-wise manners. Extensive experiments on three large-scale datasets show that ROK achieves competitive performance with the retrieval-based CTR models while reserving superior inference efficiency and model compatibility.