I am pretty sure that information is on their copy of your AADSAS. Some schools will also ask you what other schools you applied to during interviews. It really shouldn't matter much if they do or do not know, in terms of acceptance that is.
I saw the form gavin referred to in one of his posts. AADSAS gets the "pink form" that we get except theirs is gray and instead of the box that shows where we applied, it says what mailing our app went out in.