Depends on the specific era of colonization that you're talking about -- the Zulu and Xhosa are still extant, of course, and are active in South African and international politics. European presence on the Cape of Good Hope goes back centuries, from the first Portuguese in the late 1400s to the Dutch and then finally the English. There were many small-scale instances of contact and, indeed, many South African tribes and nations interacted with foreigners on different timescales. By the time the British took over the Cape Colony from the Dutch, many of the Khoi peoples had already been absorbed or assimilated (becoming the precursors to the Coloured ethnic group in South Africa and the Baster ethnic group in Namibia). Then there were a series of wars between the British and the most powerful kingdoms that refused to kneel to British sovereignty -- the major ones were the Frontier Wars fought against the Xhosa (starting in 1779 and continuing for the next century or so) and the Anglo-Zulu War (circa 1879). At some instance within this time period, the nations of South Africa would have begun to get a picture of the true size of the British Empire.

In my judgment, the precise moment can be pinpointed to somewhere within the 1850s. Among the Xhosa, an apocalyptic religious movement headed by the girl Nongqawuse began preaching that the British were about to get their just desserts. People long dead would return to life, the strength of the Xhosa people would be restored, and their ancestors would lead everybody in a great campaign that would smash the power of the British in South Africa forever. The catch was that in order for this to happen, the Xhosa were supposed to slaughter all of their cattle (as a sign of faith or as a sacrifice -- because the Xhosa were decentralized in their leadership, different rulers interpreted this differently). The great Xhosa cattle-killing movement ended just as you'd expect, and while there is some thought that using this as a chance to draw together a fighting force of hardened, desperate warriors would have actually proved dangerous to the British had it been actually attempted (in essence, give your men no choice but to plunder in order to survive), by the end the Xhosa nation was completely broken and those who did wage war were swiftly crushed.

Mark my words, the Xhosa were by no means stupid or ill-informed -- as much as Nongqawuse would be cursed by the survivors, her words were the culmination of a broader cultural movement in Xhosa society, and for awhile it seemed like her prophecies were actually playing out like she said they would. A lot of leaders who had previously been on the fence made the decision to begin slaughtering their cattle upon hearing news of the Crimean War, which was taking place half a world away. The fact that the Xhosa were able to follow this world event marks what I believe to be a critical watershed in the global awareness of the Xhosa people, although obviously some of the news was distorted by the distance it traveled.

What does the Crimean War have to do with cattle-killing or the Xhosa? Well, according to Jeff Peires (The Dead Will Arise: Nongqawuse and the Great Xhosa Cattle-Killing Movement of 1856-7), Nongqawuse's prophesying about the return of ancestors to fight the British was interpreted in the context of Russian victories against the British in the Crimean War. To many Xhosa, the "Russians" were actually the Xhosa ancestors, and their war with the British was the first stage in the liberation of the Xhosa people. Many of the cattle-killing faction were therefore awaiting the arrival of black Russians in an armed body to assist them in their fight. Belief in the "Russians are actually our martial ancestors" theory increased after word reached the Cape about the death of George Cathcart, who had been an unpopular governor of the Cape Colony (unpopular to the Xhosa, at least) and who was killed by the Russians in the Crimean War.

So if the Xhosa were not already aware of the size and scope of the British Empire, they probably had at least general knowledge of this by the 1850s. I cannot speak in detail about the Zulu or other South African peoples (perhaps a specialist on their history could help me out) but presumably they would've eventually found out what happened to the Xhosa.

[edit: This is a bit rambly because I'm not feeling well, so apologies for that. I've made a few edits aimed at clearing it a bit, but it's hard to do when I am full of cold medicine.]

First, to get it out of the way, the concept of 'tribes' as discrete entities (and the terminology; both isiXhosa and isiZulu use a term that means nation as well) is a piece of the colonial legacy with a lot of inertia in the era beyond. That's not your question, but it's an important point, because if you think of these as language clusters (and thus politically heterogeneous) defined in part by colonial rule (amaXhosa much more than amaZulu, naturally) instead of homogeneous, compartmentalized units, it may help illuminate the response.

With that out of the way: the other answer here takes a very western-Transkei view of what 'Xhosa' is. It looks primarily at the heirs of Phalo and their polities (which is much of what Jeff Peires does in his work), and these entities were heavily affected under the millennarian movement of Nongqawuse. But it was not the first case of people on the edge of colonization dynamically adapting, and then politically using, fusion creeds; Ntsikana, Nxele, Mlanjeni all were in some way part of this. In addition, the amaGcaleka under Sarhili ("Kreli") and amaNgqika under Sandile were only two close sections of the entire body of isiXhosa speakers. That group, through various dialects, includes a wide variety of kingdoms and sub-nations/community identity clusters, from abaThembu north of the Kei valley all the way to amaMpondomise and amaMpondo in the far east near the edge of Natal. It also includes a certain number of novel or non-territorial identities, most notably the Fingoes or amaMfengu, who were (with some abaThembu) most prominent within the formal boundaries of the Cape Colony prior to the late 1870s.

The other reason for noting this identity fracture is that there's yet another division in societies that affects knowledge like this: that between so-called "school people" [edit: mission-educated, often Christian] and "red people" [edit: non-Christian, clearly under chiefs or kings]. One might add a similar but not identical division between believers and unbelievers for the Nongqawuse case, as well as one between people with high social standing or political authority and those without, that affected what they might know and how they might use that information. So these societies were not homogeneous internally either, not even close--they were fairly wealthy and as such had complicated structures of class and clientage. After around 1820, with the rise of the first mission stations within the emaXhoseni and further east, more and more people--notably those without strong ties or good status inside of kingdoms, like the Fingoes/amaMfengu who streamed out of Sarhili's lands after a prior past of low-status and even servile position--sought out safe lands. That involved the colonial aegis over them, but it also involved the missionaries and their drive to lift people up through education and trades. By the 1850s, a whole generation of such school people existed, and many were fairly wealthy. They would be the immediate predecessors of many of the early voices against British colonial policies. But they absolutely knew where they were in the world, and the might of the British Empire; some, including Jan Tzatzoe (son of a chief himself) and Presbyterian clergyman Tiyo Soga, made the trip to Britain in the era between 1835 and 1875. In addition, other powerful figures like the first king of Lesotho, Moshoeshoe I, held (French Protestant) missionaries close and took in as much information as possible without converting. He was also quite aware of the power of the British Empire.

The school people and outward-looking leaders like Moshoeshoe understood quite well the importance of reliable information, but also important is that they communicated this to one another and third parties further on. This passage of information happened to such a degree that the question of a 'native combination' to fight them is almost a fixation for the British by the end of the 1860s. We can say with absolute certainty then that getting a hold of adequate information about the British and their capabilities was important to political figures, and missionaries were always happy to talk about the existence of people across the water to impress their hosts with the might of Europe or, sometimes, to warn them of hostile colonial designs on their lands and independence.

So by the time British authority was extending over those regions, the ruling classes and new school elite thus tended to have a pretty good idea of what they were facing, however imprecise; almost none of them actually sought to fight the British, not even Cetshwayo (king of KwaZulu) or Sekhukhune (king over most baPedi) who fought tenaciously in 1879 and 78-79. In Cetshwayo's case, after his capture he traveled a bit but also spent time in the Castle learning English literacy and diction. In the process, he heard and read British literature about the empire that the Governor and High Commissioner, H. B. E. Frere, and staff selected for him. KwaZulu hadn't been formally colonized yet (1887 annexation, but they meddled almost instantly) and they did not initially intend to reinstall Cetshwayo ever, but this information was clearly important and the king worked quite hard at it. I've seen his exercise books at the Naitonal Army Museum in London, so he was very serious about it.

It's the bulk of the common homesteaders under chiefs and kings whose awareness we don't know much about. Much like workaday people anywhere, their level of information about the world beyond that which affects them most directly is really variable. There are some people who are only concerned about their fields and their families' fields when a magistrate or agent passes by, but others who have strangely far-reaching questions about the intent of the British for the lands where they all live. Because so many of our existing records only talk about local matters, they only record responses about local matters, but real awareness could be far broader and, once again, people did talk to one another.

So the TLDR of a lot of this is that one can't universalize or compartmentalize clearly because kingdoms and communities were stratified, divided up by belief and means, and therefore possessed of varying levels of awareness about what the British Empire was and its reach. The people with the closest colonial connections socially/politically/economically, or those at the top of the political food chain, tended to have better information quite early on even if it was only pretty generic. Sometimes, as with the misreading of the Crimean War in the countryside, that can seem almost comical, but even leaders in the know had their own reasons for being willing to fight (or not being able to stop other factions from fighting as was often the case with Xhosa polities) against the British even after understanding the power they could bring to bear through local, Colony-friendly Xhosa-speaking colonial levies, and eventually across the sea itself. [edit: Again, to call back to the case of Nongqawuse, the Colony and the British decided that the famine was an act of aggression against them by the Gcaleka paramount Sarhili, so they invaded and eventually repopulated the majority of his lands on the northeast banks of the Kei with Fingoes/amaMfengu from Peddie, Queenstown, King William's Town, etc., whom they saw as reliable colonial subjects to form a buffer. This was an offensive war by the Colony, full stop.]

I will see if I have any mission curriculum plans from that long ago (usually Lovedale, after 1841) available to me, because geography was part of it relatively early but they rarely break it out because children of European and African parentage were often enrolled together. (edit 3: I do have access to a discussion from the late 1870s/early 1880s, with a copy of the 1875 report, available here in A Brief History of Methodism ....) The idea of making 'black Britons' (and that Xhosa-speakers were of equal capacity if only detribalized and reprogrammed as 'good industrious Christians') was a key part of the Cape Liberal ideal until the 1870s, and for the missionaries well afterwards, so they wanted to provide similar knowledge to that given European children. Casalis, Moffat, the Colensos, and other missionaries who met kings and people in South Africa also left memoirs and they do sometimes mention what they shared with African rulers. There is no single work that talks about this information, although some of it comes up in the individual histories of groups in the region, and Roger Levine's A Living Man from Africa about Jan Tzatzoe gets into his English experience with all of its small and large shocks.

[edit: so many edits, mostly clarifying, some typographical, I need a nap. I'll see y'all on Tuesday.]