There is absolutely no reason to think that humans didn't always, at least mostly, understand that sex leads to pregnancy.
By observing animals in our earliest time as a species, and by observing that women who did not have sex did not become pregnant, the outcome is very easy to draw.
Your question is extraordinarily difficult, if not outright impossible, to answer. Anthropologically speaking, I am not aware of meaningful difference in understanding whether or not sex leads to pregnancy, as this knowledge very probably predates all written or verbal history.
Unless you're asking for a point in time when we were able to discover/learn that a sperm fusing with an egg creates a child?
EDIT: Also, fyi, all threads there are for serious answers only. [Serious] tag is not necessary.
Robert Graves in his book on the Greek myths claims that "In this archaic religious system there were, as yet, neither gods not priests, but only a universal goddess and her priestesses, women being the dominant sex and man her frightened victim. Fatherhood was not honoured, conception being attributed to the wind, the eating of beans, or the accidental swallowing of an insect; inheritance was matrilineal and snakes were regarded as incarnations of the dead".
This is part of an explanation of the Pelasgian creation myth, where it says that "the North Wind, who is also called Boreas, fertilizes; which is why mares often turn their hind-quarters to the wind and breed foals without aid of a stallion".
Take all this with a pinch of salt, as Graves was a subscriber to the theory that ancient peoples (I suppose Neolithic) worshipped a mother goddess and had a matriarchal society.
"Graves proposes the existence of a European deity, the "White Goddess of Birth, Love and Death," much similar to the Mother Goddess, inspired and represented by the phases of the moon, who lies behind the faces of the diverse goddesses of various European and pagan mythologies".