Are Servants also given knowledge of future heroes? When a Servant is summoned by the Holy Grail, they are gifted with the knowledge of the modern world so they can easily adjust. When it comes to determining the strengths and weaknesses of an enemy Servant, the Servants themselves seem to be able to rely on a pool of data, as shown during the prologue of Fate/Stay Night: when Rin and Archer face Lancer, Archer reveals that he has deduced Lancer's true identity.

However, during this same scene, Lancer is frustrated because he doesn't know of any hero who was an Archer but also used twin swords, given that we know that Archer is


   a future alternate version of Shirou who became the Counter-Guardian EMIYA.


When a Servant is summoned, are they also given the knowledge of the legends for heroes who appeared after that Servant's death? (i.e. Gilgamesh is probably the oldest legend, and as such he predates most others and thus wouldn't know about other legends that occur after his death unless supplemented by the Grail)
In episode 4 of Fate/Zero anime, when Lancer identifies Saber as King of Knights, he says:


  No Heroic Spirit summoned by the Holy Grail could ever mistake that
  golden blade.


That's the only indicator I can think of that somewhat points to the answer for your question. 

Furthermore, Lancer's true identity,


   Diarmuid Ua Duibhne,


is hero of a myth in the period between II and IV century, while Saber's true identity is


   King Arthur,


whose legend took place between late V and early VI century, which means that Lancer couldn't have known Saber's legend when he was alive.

After writing above, I looked at TYPE-MOON Wiki and found this:


  They [Servants] are not granted knowledge on other Heroes through the Grail, but
  rather from knowledge gained within the Throne of Heroes. Witnessing
  traits of other Servants can allow them to deduce their true names
  with the knowledge even if they are from incompatible eras.





   Aberrations like Saber, who is not part of the Throne of Heroes due to
 her circumstances, are able to identify those whose legends would have
 been known to them in life, such as Cú Chulainn, but cannot identify
 the legends of later Heroic Spirits like Gilles de Rais even after
 being directly named.


No source is offered for the first part, and if that's true, it would indeed contradict with Fate/stay night's Archer's case, since he is a complete heroic spirit who properly entered Throne of Heroes, yet other heroic spirits have no knowledge of him.