(1) All ancient civilizations and people knew about the Milky Way in terms of a band of light that goes across the sky. We moderns that tend to live in cities and use electric lights all of the time are the only people in the history of the planet that are generally not familiar with the Milky Way as a prominent can't-miss-it feature of the night sky.

(2) None of them knew the Milky Way was a galaxy, especially in terms of being just one among hundreds of billions of others. Some ancient astronomers almost certainly guessed that the Milky Way might have been composed of very faint/small/far away stars. That our galaxy is one among many was not theorized until the 17th century and there wasn't any serious evidence to prove this until the late 19th century.
Source(s):
http://www.astr.ua.edu/keel/galaxies/history.html

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