We don't know if SHIELD know about Scott Lang.
Thanks to the fractured nature of SHIELD at the moment and the lack of any new information since the release of Ant-Man, we simply have no way of knowing if Director Coulson is aware of the events of Ant-Man or who is responsible.
With certainty we can say that SHIELD as an organisation have information on Dr Hank Pym and his Pym Particles thanks to the fact he worked with them in the 1980's, but that doesn't mean that they know who the new Ant-Man is as Scott has kept his identity secret from everyone other than a few close friends, Hank Pym, Hope Van Dyne and his ex-wife's new husband, Jim Paxton. I find it unlikely that any of these characters would inform on Scott Lang to SHIELD, even if SHIELD were a legally recognised authority at this point in the Marvel Cinematic Universe (see: Captain America: The Winter Solider, Agents of SHIELD).
Sam 'The Falcon' Wilson doesn't know who Scott Lang is... yet.
We see a fight between Scott and Sam in Ant-Man after Scott attempts to steal a signal distruptor from an old Stark warehouse, which has since been converted into the Avengers facility seen at the end of Avengers: Age of Ultron.
During this fight, Scott takes his mask off in order to speak to Sam face to face. In Ant-Man, Sam is using some kind of heads up display that locates Scott when he has shrunk - this may have had a recording facility, meaning that Sam might have been able to record Scotts face in order to help him find Scott later.
Even if that isn't the case, we see at the end of Ant-Man that Sam is searching for Scott, this information making its way to Scott through Luis in one of his monologues. At this stage it would seem that Sam doesn't know who Scott actually is yet.
However, the second post-credits scene in Ant-Man shows us;
Steve 'Captain America' Rogers and Sam 'The Falcon' Wilson have successfully located (trapped?) Bucky 'The Winter Solider' Barnes after searching for him since Captain America: The Winter Solider.
A hushed conversation gives us snippets of information about what the next Marvel Cinematic Universe film, Captain America: The Winter Soldier, has in store for us, including an exchange between Steve and Sam that has Sam saying that he "might know a guy" - a reference to Scott's involvement in Captain America: Civil War.
This has since been confirmed by the cast list for Captain America: Civil War (which includes Paul Rudd, who plays Scott Lang) and the recently showcased footage from Captain America: Civil War that was shown at D23, which included a clip of Scott meeting some of the Avengers for the first time.
This means that at some point between Ant-Man and the end of Captain America: Civil War, Sam 'The Falcon' Wilson will learn the identity of Scott Lang, and presuambly fight alongside him.