Sorry for late response.
In short answer, they didn't.
While more can always be said, I recently summarized some relevant posts in: Did Chinese and Japanese rulers and scientists have any thoughts about what lay to their east in the Pacific?
As for the notorious claim of Gavin Menzies' "1421: The Year China Discovered the World", please check the section, titled as Historians' views of Gavin Menzies' "1421: The Year China Discovered the World" in FAQs of this subreddit.