I can only speak for those in concentration camps but yes they did have some knowledge of what was happening in the war. In Elie Weisel's book Night he describes being herded by the S.S. along with others in his camp away from the front lines as the allies approached. He also describes having to along with others clean up the camp before the allies were able to liberate the camp. Also described is him hearing the sound of bombs being dropped and many cheering at the sounds because they meant either death or liberation was coming and they would be satisfied with either. If you haven't been to the Holocaust museum in Washington DC I would go there, I went for a class field trip in 8th grade and the experience stuck with us all and still does. So in short yes those in concentration camps did have some limited knowledge of the outside though much of it was rumors.