We don't know precisely but we do know that SHIELD/HYDRA have been aware of Steven Strange since before Captain America: The Winter Soldier even if only as a potential problem/threat using Arnim Zola's algorithm.
Since they are aware of him it's logical that they were, at least, keeping him under some form of surveillance (or at least monitoring) so they would be aware of his emergence.
After all, that's what SHIELD now does, monitor and catalog gifted people....at least in the TV series and, by extension, in the MCU as a whole.
Equally, Thor is aware of Dr. Strange as we know from the post-credit scene in the Dr. Strange movie...so while that scene (we think) takes place after Civil War we know that the bulk of the movie takes place before it.
So, it's possible that Thor has kept SHIELD informed before he disappeared with Banner.