Did Gilgamesh know about Sakura?
To complement Anon153's answer, here's a relevant quotation from TYPE-MOON Wiki:


  Gilgamesh is one of the antagonists in each scenario of Fate/stay
  night. He first appears before the start of the Fifth Holy Grail War
  around Sakura's house. He identifies her as “the other Grail” and
  comes to tell her “Go die right now.” It is just a suggestion rather
  than a command, as he believes that the matter will develop into some
  sort of entertainment regardless of the situation. When questioned
  about the encounter, Sakura just claims that he was asking for
  directions and that “It was English” in order to hide the truth.


And source referenced is as follows (Citation Note 14):


  Fate/complete material III World material - FAQ with Nasu: General Questions about Fate, p.130 
  Q: Prior to the start of the Holy Grail War, what was Gilgamesh doing around Sakura’s house? 
  A: Yes. He came to tell Sakura to “Go die right now”. It is rather a suggestion than command. Regardless the situation, from the King’s perspective, this matter will develop into some sort of entertainment. As a result, what Gilgamesh said was not a command. Sakura’s reply “It was English” was a convenient excuse to hide the truth.