The Soviets had several moles within the American nuclear complex. Some of them were quite closely connected to the work and were able to give the Soviets a reasonably complete picture of the progress being made, and the fact that the US was testing a bomb sometime in the summer of 1945. So when Truman hinted at a new, important weapon to Stalin (he did not tell him it was a bomb or an atomic bomb), Stalin took this to mean that the test had been a success.

If you are interested in seeing some of the kinds of things that were passed on, some have been declassified. This is a reasonably complete description of the general design of the bomb detonated at the Trinity test and over Nagasaki, passed on by the Los Alamos physicist Klaus Fuchs (and corroborated by several other spies).

There is an additional irony regarding the Truman/Stalin interaction: Stalin had known about the US Manhattan Project since around the time of its inception in 1942. Truman was only told about it after Roosevelt died in 1945.

As for the Germans, I have not found any evidence that they had any specific knowledge of the bomb project. The German scientists seem to have assumed there were people working on the fission problem in the United States, but on a research basis, not a production basis. The Germans did send over some foreign agents (who were immediately caught) with instructions to look into US work on nuclear reactors. The questions they were sent to answer indicate that the Germans really had no clue about the scope of the American project and assumed it was quite small. I have written about this at some length here: "What did the Nazis know about the Manhattan Project?" I also wrote a followup on one interesting angle: "Heisenberg’s Dresden story: A wartime atomic mystery"

For more on the question of knowledge of the US project by the Soviets, and what they did with their espionage information, Michael Gordin's Red Cloud at Dawn is very good.