Briefly: they did know, most everybody knew. It was talked about very openly in newspapers as "allegedly" happening. The (Soviet-controlled) Afghan delegation to the UN denounced US interference at the United Nations. It was "hidden in plain sight" in many ways, especially by the mid-1980s. The mujahideen weren't finding Stinger missiles under rocks.

As for reactions, aside from a few denunciations, the most that the Soviet Union did (to my knowledge) was to occasionally attack sites just inside Pakistan on the Pakistani-Afghan border that were harboring mujahideen, and they did, in 1982, apparently hold out hopes of capturing an American advisor (see document 16 here) that presumably they could hold out in front of the world in a Gary Powers sort of "smoking gun" fashion. (They didn't pull that off.)

Beyond that... what could they do? They couldn't engage the US in direct war, they didn't want the war to spill beyond Afghanistan (they were worried about Iran potentially getting involved), they couldn't do anything of substance in the UN (because the US is on the Security Council), and they lacked much moral high ground from the perspective of much of the world (who were denouncing the Soviet war altogether). They had rather limited options. Such is the essence of proxy war, in a nutshell — it puts limits on the broader options available, because they become too costly/unthinkable.