Main (Disney) Canon
In the films, he didn't find out. His brief conversation with Luke on the surface of Endor, then in the presence of the Emperor didn't reveal any more information about his training. Vader then died shortly afterwards.
In the film's official novelisation there was an additional scene that seems to have come from an earlier draft script, but got removed from the final shooting script
The Emperor tapped his fingers on the arm of the throne, recalling. “There was one called … Yoda. An aged Master Jed … Ah, I see by your countenance I have hit a chord, a resonant chord indeed. Yoda, then.”
Luke flashed with anger at himself, now, to have revealed so much, unwillingly, unwittingly. Anger and self-doubt. He strove to calm himself—to see all, to show nothing; only to be.
“This Yoda,” the Emperor mused. “Lives he still?”
Luke focused on the emptiness of space beyond the window behind the Emperor’s chair. The deep void, where nothing was. Nothing. He filled his mind with this black nothing. Opaque, save for the occasional flickering of starlight that filtered through the ether.
“Ah,” cried Emperor Palpatine. “He lives not. Very good, young Skywalker, you almost hid this from me. But you could not. And you can not. Your deepest flickerings are to me apparent. Your nakedest soul. That is my first lesson to you.” He beamed.
Star Wars Episode VI: Return of the Jedi - Official Novelisation
Since Vader was in the room during this conversation, he would have been aware of Yoda training Luke.