Through <PERSON> and <PERSON>, <PERSON> at least has a good guess to the location of all but the soul stone.
He spent many years hunting down the stones and his desire to achieve his goal is what led him to forge deals with <PERSON> and <PERSON> in their respective campaigns against Earth and Xandar, as seen in his promising to aid them in exchange for an Infinity Stone. Both of these new alliances cost <PERSON> much of his resources, including one of the stones and the loyalty of his two daughters, <PERSON> and <PERSON>, and inadvertently resulted in the formation of the two superhero groups: the Avengers and the Guardians of the Galaxy. Fed up with these failures of his subordinates, <PERSON> opted to seek out the six Infinity Stones himself.
http://marvelcinematicuniverse.wikia.com/wiki/Thanos
"I will unfurl one thousand years of Kree justice on <PERSON> and burn it to its core! Then, <PERSON>, I'm coming for you!” <PERSON> the Accuser to <PERSON>
http://marvelcinematicuniverse.wikia.com/wiki/Ronan_the_Accuser/Quote
<PERSON> informed <PERSON> that he has The Orb (the power infinity stone) and that he’s going to Zandar with it. That’s the first stone that <PERSON> recovers before Infinity War starts.
In 2012, after his defeat at the hands of <PERSON>, <PERSON> came into contact with the alien race known as the Chitauri, and their master, <PERSON>, who had already been seeking the Tesseract. <PERSON> promised to retrieve it from Earth and give it to <PERSON> in exchange for his army. 786
Through manipulation of the Tesseract's energy, <PERSON> teleported <PERSON> to the Tesseract's location at the Joint Dark Energy Mission Facility.
http://marvelcinematicuniverse.wikia.com/wiki/Infinity_Stones
When <PERSON> went into <PERSON>'s Trophy Room to retrieve the head of <PERSON>, he passed by the Tesseract and took it from the vault.
http://marvel-movies.wikia.com/wiki/Tesseract
It’s reasonable for <PERSON> to assume <PERSON> may have the Tesseract. We see he’s right at the start of Infinity War.
Once <PERSON> was defeated, the Asgardians managed to contain the Aether and, with the Power Stone already in their possession, feared having too many Infinity Stones in one place. Instead, they gave it to the Collector, who promised to look after it – not realising he intended to collect them all himself.
https://www.herocollector.com/en-us/Article/infinity-stones-what-you-need-to-know
I’m not sure how <PERSON> identified the Collector as having an infinity stone; but I would suspect the Collector in his own hunt for the other stones was not as careful as he should have been.
<PERSON> also provided <PERSON> with a Scepter containing the Mind Stone.
http://marvelcinematicuniverse.wikia.com/wiki/Infinity_Stones
Given the failed invasion of New York and that <PERSON> doesn’t have the scepter, <PERSON> can assume that the mind stone is still on Earth.
<PERSON> wore it once again a little while later while meeting with <PERSON> and <PERSON>.
http://marvelcinematicuniverse.wikia.com/wiki/Time_Stone#Time_Stone
It’s possible that <PERSON>, <PERSON> or <PERSON> conveyed to <PERSON> that the time stone is on Earth. Or given how long the time stone has been on Earth, <PERSON> could have known about it for centuries.
Even if it isn't well explained, by the end of Avengers: Age of Ultron, it's clear what <PERSON> learned. He's the first person to connect the gemstone dots.
https://www.polygon.com/2015/5/11/8585809/avengers-ultron-thor-cave-scene-explanation-cut-farmhouse
<PERSON>’s vision is what makes me feel <PERSON> had the knowledge about the time stone.
I won’t say I know completely how; but I will say <PERSON> had means of gaining this information. 786