Ok fair warning, I am by no means a physicist, but I do know a little bit about some Native American groups in the Americas, but really with the wide range of cultures, I could definitely miss a few.

Anyways, ok so what we think of today as "Physics" is actually quite recent developments, here is a over view of the changes in Physics over time. So really, it's not fair to ask about knowledge of physics at such a time, it's changed so much that it's not really fair to even look into.

As for magnetism, here is a good look into the history of the magnetic compass. To sum it up, it was first used in around 206 BCE in China, first used to navigate in the 11th Century in China, and made to Europe and Persia around 1200 AD.

Iron is a big component of a compass, and sadly, iron working was essentially non existent in Native American cultures, with copper working being mainly used in North American groups. Here is a good overview on how metallurgy was utilized in the new world.

So to sum up, Native American groups probably had little knowledge of magnetism, mainly because they didn't come into contact with the needed components to later develop a compass, specifically iron.