This poses the question whether or not an enemy knows that it was marked with an attack.
Well, if it still means anything even
remotely like what it meant in 4e (which it may or may not!), "marked" is not (necessarily) a mystical state of being, not a subtle enchantment wrought upon the unsuspecting so as to spring upon them unawares.
"Marking" is what it is in football (or "soccer" as we stubbornly call it here in the US). That is: a player focused on defense "marks" either particular opponents, hounding them, denying them movement, and generally making their actions cumbersome and difficult; or the player "marks" a particular region of the field, and hounds anyone with the ball who passes through it. (In 4e, the two might be referred to as "original" and "essentials-style" marking, since pre-Essentials Defenders in general mark particular enemies by overt choice, while both of the Essentials Defender subclasses, Knight and Cavalier, mark anyone who comes near them.)
Given its nature as a "hound your enemies and prevent them from acting the way they wish to" situation, it seems pretty clear to me that yes, any being that is capable of understanding "this beyotch is all up in my grill" would know "it has been marked," or (as I'd prefer to say it) "someone is marking it."
Edit: I prefer the latter phrasing because it emphasizes that marking is an
ongoing action, or perhaps more accurately an ongoing pattern of behavior, on the part of the originator. Hence why most 4e marks, with a few unusual and always supernatural exceptions, require that the player remain "engaged" with the target, meaning you were adjacent to it when you ended your turn, or you attacked it at some point during your turn. Mentally picturing it as purely a status of the recipient, rather than a penalty continuously inflicted by the originator, can lead to some logical hangups.