Are Servants also given knowledge of future heroes?
In episode 4 of Fate/Zero anime, when Lancer identifies Saber as King of Knights, he says:


  No Heroic Spirit summoned by the Holy Grail could ever mistake that
  golden blade.


That's the only indicator I can think of that somewhat points to the answer for your question. 

Furthermore, Lancer's true identity,


   Diarmuid Ua Duibhne,


is hero of a myth in the period between II and IV century, while Saber's true identity is


   King Arthur,


whose legend took place between late V and early VI century, which means that Lancer couldn't have known Saber's legend when he was alive.

After writing above, I looked at TYPE-MOON Wiki and found this:


  They [Servants] are not granted knowledge on other Heroes through the Grail, but
  rather from knowledge gained within the Throne of Heroes. Witnessing
  traits of other Servants can allow them to deduce their true names
  with the knowledge even if they are from incompatible eras.





   Aberrations like Saber, who is not part of the Throne of Heroes due to
 her circumstances, are able to identify those whose legends would have
 been known to them in life, such as Cú Chulainn, but cannot identify
 the legends of later Heroic Spirits like Gilles de Rais even after
 being directly named.


No source is offered for the first part, and if that's true, it would indeed contradict with Fate/stay night's Archer's case, since he is a complete heroic spirit who properly entered Throne of Heroes, yet other heroic spirits have no knowledge of him.