In the first season of Game of Thrones we saw Robert Baratheon asking Ned Stark to kill Dany before she gathers her troops, so we know that the small council knew about her beforehand.
But after that there has been no mention of her in Westeros. Cersei should be worried about this but there's no hint yet that she, or her council, or her brother Jaime knows about Dany, her dragons and Tyrion and Varys helping her.
My question is how could she not know of such a major plot or if she knows then have there been any such occasions showing it?
I have not read the books only watched the series. In S06E10
Cersei uses Varys "little birds" to do some amazing things! She could use them again for getting such information?