What they keep repeating in the first book about Mars being bright tonight. In the 5th book the centaur Firenze pointed out Mars during his first Divination class. He referred to it as the "bringer of battle," and said it indicated that the Wizarding world was currently experiencing a brief calm between two wars.

Well, I guess if you mean Firenze, then yes. Firenze was a friend of Dumbledore's, and Dumbledore always did say that Voldemort would come back. But if you meant any other random centaur, then the answer might be yes or no, because Firenze might have told them, but he might not have.

I do not think they would tell them about it. Centaurs like to keep there knowledge to themself.

yeah for sure:)

I think they definitely knew that there was a war coming, and did give warnings in their own cryptic way. I'm not sure if they knew that it'd be specifically Voldemort's return that'd trigger it (can't remember the exact quotes and if they mention something about a returning threat or something of that nature).