I do not mean if they knew that days are longer/shorter depending on the latitude, which is easy to recognize. I mean if large empires like the roman one were aware that if the sun set over one of their cities in Syria, it would take two more hours till it sets over a city in Portugal with the same latitude. I don't know how they could have recognized this, since traveling or even sending pigeons did take days/weeks back then.
Yes, they did. See this older answer of mine:
Hipparchus of Nicaea (c. ~190-120 BCE) seems to have been the first person to propose using a grid system to find the position of cities (and other places) on a globe, which implies an understanding of longitude. He built on earlier work by Eratosthenes of Cyrene (c. 276-194 BCE), who had mapped the known Earth, including finding its circumference. Hipparchus' method of finding the longitude of places was to use the differences in timing of lunar eclipses at different points on the globe to calculate the difference between local time of those points; the drawback is that there was no accurate-enough method of timekeeping to lead to useful calculations. Edit to clarify: The difference in local time between observed beginning and end of the eclipses would serve, essentially, as a way to understand the longitude between places.
The knowledge that local time would be different at different points on the globe is what led eventually to what's called "the discovery of the longitude" in around 1760 or so, when two methods of reliably finding longitude using time were discovered and implemented.