I don't mean the plans, pictures, etc., I mean the actual thing.
Had she actually seen it with her own eyes before she was taken on board as a prisoner?
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No. According to the new (and fully canon) ANH novelisation, Leia hadn't seen the Death Star before. When she collected the plans in orbit of Scarif, her ship was apparently isolated in the hold of a larger Rebel capital ship which could explain why she didn't see it.
These are her thoughts as she first arrived at the Death Star (with Vader) after having been removed from the Tantive IV.
Leia spun back toward the viewport. She was still, after everything, expecting to see Coruscant, the capitol planet. But there was only a small gray moon hovering in the sea of stars.
A moon that wasn’t orbiting a planet? No, it had to be a small planet. It grew larger…larger…larger as they moved toward it, until it filled the viewport completely.
Leia’s heart sank to her feet.
It couldn’t be…
How…? The stars weren’t winking around the hulking sphere as she’d first thought. The flickering lights were swarms of TIE fighters moving in formation, screeching as they passed the approaching Devastator. Those weren’t craters marring the sphere’s surface, but plating and towers. The large crater she’d spotted right away was no crater at all—it almost looked like a circular dish.
Interestingly the implication seems to be that she wasn't actually aware that the station was fully operational, merely that it was planned.
I've just came back from the Rogue One, and this contradicts previous information. It wasn't clearly said but it seemed that Leia never saw the Death Star or its destructive power before.
Leia is on the Tantive IV (as in the beginning of Episode IV) during the final battle on Scarif, which was docked to the command ship. She must have seen the Death Star destroy the planet. However, in this case they didn't use the full power, so she didn't see the instant annihilation the Death Star demonstrated in episode IV.