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It is now canon that Anakin's birth was a result (un-planned for) of an attempt by Darth Plagueis to create a life that would be a Sith weapon.
1) Is there any canon information regarding whether Darth Sidious knew this fact about Anakin (either before, or after turning him into Vader)?
2) If he DID know, was it before or after Anakin was found by the Jedi on Tatooine?
3) If after, was that before or after Anakin turned into Vader?
It is said that he knew about Anakin when he was born, and then he kept an eye on him. Also, when Anakin was brought to Coruscant, Palpatine knew who he was and kept an eye on him during his whole training. He also started shaping him from when he was first being trained. He had always let Anakin come to him and talk so he would put ideas in Anakin's head. So yes, Palpatine knew!
There is another way to find out the answer to your question.
Look into Darth Plagueis. There are many forums that talk about your very question and what the answers could be. In fact, there is a book that talks solely about Darth Plagueis. In case you're not really into reading books or just can't find a copy of it let me give you the short version.
Each sith apprentice is name by the sith mater they serve under. Anakin was named Darth Vader which means dark father, which is what Lucas said during an interview years ago. Darth Sidious was given his name by his master Darth Plagueis. Sidious isn't really a word but it's believed it comes from the word insidious which means: proceeding in a gradual, subtle way, but with harmful effects.
And at last, we come to the point of me writing all this, which I hope at least one person will read, Darth Plagueis. From Star Wars Episode 3 we learn that Darth Plagueis's apprentice, after learning all he could from his master, killed him while he was asleep making himself the new sith master. But there are a lot of people out there that have different theories about what happened to him after reading the book. It seems that Darth Plagueis could move his mind from one body to the next. If you think about it that's just what a plague does. We know that the apprentice that "kills" Darth Plagueis was, in fact, Darth Sidious (Palpatine) but a lot of people out there believe that just isn't true.
There are a lot of theories out there that say it was Sidious that died after Plagueis took over his body and that the lore of Sidious killing Plagueis came from the dead shell of Plagueis old body laying on the bed dead which would make it look like Sidious had, in fact, killed his master. In EP.3 while Palpatine is telling the story to Anakin of Darth Plagueis he tells him that he was so powerful in the force that he could influence the midichlorians to create life, and at this point in the story Palpatine stops looking straight ahead and looks over to Anakin and gives him this evil little grin.
To me that look says it all. Either the theories about Plagueis taking over Sidious's are spot on or Sidious did, in fact, kill his mater after learning all he could from him. Either way, I believe Palpatine was pretty much telling Anakin how he came to be. But don't take my word for it. Look it up yourself. There are a lot of sites that talk about it.
Earlier canon said that Palpatine sensed Anakin's birth on Tatooine, and that he decided to keep an eye on him. He probably knew that from Plagueis, but didn't care.
