They did not know that the Vesuvius was about to blow up like it did, but there were warning signs that thousands heeded before the eruption. An earthquake 15 years before already meant that the town (which was a popular getaway for the rich city-dwellers) saw a significant decrease in population, and the quakes in the early stages of the eruption also saw most of the rich population of the city leave a day before the eruption happened. Those who stayed were most likely the poor or servants/slaves that could not afford to leave their homes.

Everyone died during the blast of superheated gas before the eruption, and most of the victims were poor. The population had almost an entire day to evacuate the city; that's how early the quakes started, and perhaps those were the reason for their evacuation, as there is no significant evidence that they knew quakes around a volcano meant an eruption.

So to answer your question: they did not specifically knew an eruption was to happen, but repeated earthquakes meant that the majority of the population already evacuated the town.

Edit: turns out the superheated gas killed the population of the nearby town of Herculaneum (which is also better preserved as a result) and the people in Pompeii choked because of the ash.

Edit Edit: looks like that was perhaps wrong, again. Not my finest hour, but /u/EvanRWT has a source that gives some solid evidence that the people in Pompeii also died from superheated gas, which makes sense given their casts.