What level of information does a PIC have about a missile crossing their aircraft route?
Pre-announced missile launches will often be published by responsible countries in NOTAMs (Notices to Airmen), which are notices of potential hazards to aircraft in flight or on the ground. These are generally things like closed runways, inoperative radio navigation aids, cranes on approach or departure paths and the like. They can also warn pilots about conflict zones, missile/rocket launches, and satellite re-entry paths. 

NOTAMs are published publicly and are read by pilots as part of flight planning. I've heard of important ones being read off by ATC, but that's extremely rare. Commercial flights can also be sent warnings using the ACARS system by their corporate support groups. 

The NOTAM system relies on organizations/governments posting these notices. North Korea does not announce missile launches before they happen, or even after they happen (unless they are successful or course), so nobody in civil aviation knew about it until it was all over.