No mention is made of Darth Plagueis in Episode I (either the film or the novel). His first mention is in Episode III (both the film and the novel) by Sidious recounting Plagueis' murder to Anakin. Since Maul was alive until Episode I and we only know that Plagueis died sometime before Episode III there is no way to confirm canonically that both were alive at the same time (it's quite possible they were, though, since the events of the two films are separated by only 13 years). In fact, there is no way to confirm from the films or novels that Sidious was Plagueis' apprentice, either -- though starwars.com mentions that Sidious was Plagueis' apprentice (see the caption for the first picture, of Sidious exiting a Lambda-class shuttle):
The text from starwars.com suggests that Sidious started training Maul and then murdered Darth Plagueis, but that doesn't tell us if Plagueis knew about Maul -- only that both were alive at the same time and there was a violation of the Rule of Two.
In Legends, we do know for sure that Plagueis (real name: Hego Damask) knew about Maul. On page 313 of the novel Darth Plagueis, Plagueis and Sidious are discussing plans and Maul comes up:
Plagueis shook his head. "I intend to see to him personally. Is the Zabrak -- Maul, as you call him -- capable of dealing with Alexi Garyn and his Vigos?"
"He will not fail us." [replied Sidious]
There are several other mentions of Maul in conversations between Plagueis and Sidious. Plagueis therefore knew about Maul and allowed Sidious to train him. On the other hand, Maul did not know about Plagueis. On page 315 Sidious is thinking to himself:
What would become of Maul once Palpatine and Damask assumed control of the Republic? he asked himself. As a secret weapon, he would continue to be useful, but could he ever be eased into public life? How would he react to learning that his Master answered to a Master?
Darth Plagueis also explains that Plagueis did not intend to follow the Rule of Two. On page 15 Plagueis kills his master Tenebrous and tells him
"Yes, Master, your death comes at my bidding. You said yourself that perpetuation with purpose is the way to victory, and so it is. Go to your grave knowing that you are the last of the old order, the vaunted Rule of Two, and that the new order begins now and will for a thousand years remain in my control."
So while Sidious violated the Rule of Two by training Maul, Plagueis did not intend to follow the Rule of Two anyway.
In case you don't have the novel, Wookieepedia's article on Darth Maul has the following with a citation from Darth Plagueis:
A year after Maul was given over to the Sith, Sidious was granted permission from his own Master to train him as an apprentice. Plagueis, however, instructed Sidious not to give away their most treasured secrets to the Dathomirian; Maul was to be trained as a Sith assassin, not a Sith Lord like Plagueis and Sidious.
Canonically we can't be sure that Plagueis knew about Maul but in Legends it is confirmed that he did.