That is a wonderful question! The answer is more than one might think, but still not enough.
So let's start with some geography first, because that is important. If you look at a map of Africa, you'll notice that the northern portion of the continent is dominated by the Sahara desert. In antiquity, the desert did not extend as far north as it does today, but it was not that drastic of a difference between the Sahara of today. Additionally, if you look south of Spain you'll notice a mountain range, called the Atlas mountains, in modern Morocco and Algeria. These two natural features really served to separate North Africa from the rest of the continent. So, for our purposes, I will be using the term sub-Saharan Africans to talk about the Southern Africans you have inquired about.
And, to answer the question, we're going to use a couple of case studies and peoples, namely the Carthaginians in the Romans. The Carthaginians had their empire centered in modern-day Tunisia, but came to dominate much of the North-West of the continent over time. The Romans, on the other hand, eventually dominated more or less the whole northern coastline of the continent above the Sahara. We could also talk about the Egyptians, but their contacts with sub-Saharan Africa, and in particular Punt in the area of modern Ethiopia/Somalia, are more well known so I will leave it for another time.
So let's start with Carthage. According to a few sources, namely a recopied periplus, but also Roman writers like Pliny, and Arrian, the Carthaginian Hanno set sail around Western Africa to set up a colony South-West of the Sahara. Pliny even says that Arrian circumnavigated the continent of Africa, but this is rather inflated; Hanno probably made it at least as far as modern Senegal, and could have gone further, but he probably did not make it down to what we might consider Southern Africa. A separate account by the Greek historian Herodotus also mentions an instance of the Carthaginians trading with Africans past the pillars of Hercules (Spain) in a rather strange fashion: they essentially laid out their trade goods on the beach, and the Africans then laid out a quantity of gold on the beach next to the goods as their offering price; if the Carthaginians took the gold, it meant they accepted the price, and if they did not, the Africans would then add more gold. It is possible that both of these instances, that is the Hanno story and the trade story, reflect the same event, but to me that seems somewhat unfounded.
So, what we know then is that the Carthaginians probably did have contact with West Africans and possibly sub-Saharan Africans. However, this contact was pretty strictly trade based. The second story exemplifies this best, as the Carthaginians are wholly unconcerned with who the people they are trading with actually were, and are just as unconcerned with actually establishing political relations with them. Similarly, Hanno, if the story is true, was more concerned with setting up a colony rather than actually meeting and learning about new peoples. Fitting with the Phoenician/Carthaginian system of colonization, this colony would have been more like a trading post anyways, leading us to the same conclusions of the previous incident. So, to sum up with the Carthaginians, they did make a concerted effort to make contact with Western and sub-Saharan Africans, but only so far as contact facilitated trade.
Well, how about the Romans? Luckily, there is very good evidence for Roman contact with sub-Saharan Africans. In particular, the Romans conducted a number of expeditions to move south of the Sahara and establish contact with peoples there. The first of these was conducted by Cornelius Balbus in 19 BCE, who after conquering a group of Northern Africans called the Garamantes, sent a small group of legionaries south of the Sahara to explore. A second expedition penetrated mainly west, which may have made it to the Senegal river in 41 CE, and a third (50 CE) and fourth (90 CE) made it supposedly to Lake Chad, and left small garrisons in the area. Additionally, an expedition conducted under Nero to find the source of the Nile may have achieved fruit. What is most cool about all these events, is that we actually have material evidence for them: in the mid 1900s, Roman objects were found in the area of Mali, lending credence to contact between Rome and sub-Saharan Africa.
Roman contact with sub-Saharan Africans seems to have been fueled by two things: curiosity and trade. Truthfully, the latter probably dominated, but we should not exclude the former. Through these expeditions, which are recorded in Ptolemy and Pliny, we can see that the Romans too were more concerned with trade than making political contact. The garrisons as such should probably not be considered as for conquest, but to facilitate safe trade between Rome and Lake Chad, and at any rate, it is unclear how long these garrisons stayed. Presumably, they did not stay long, as we hear nothing more of any expeditions to Lake Chad past 90 BCE.
Overall then, it seems like both the Carthaginians and Romans did have some contact with sub-Saharan Africans, but contact was pretty typically initiated for trade purposes rather than cultural ones. As such, what we know the Romans and Carthaginians knew about these peoples is what they traded: things like gold, frankincense, and ivory were commonly sought after and were very valuable. As for how much they actually cared about the customs and cultures of these peoples, you can make your own inferences about that based on the available evidence.
Sources:
Hanno's periplusArrianLivyHerodotusPtolemyPliny