Don't remember in which reaction Jen asked if Anakin knew about the children, and the simplest answer is NO. Palpatine told Vader he killed Padme in his rage, so He thought the baby died also. The twins were to be raised in secret.
The plot was so carefully excecuted, that in Episode III, Padme is buried with a "baby bump" to keep the secret about the twins.
Vader doesn't know about Luke until after the Death Star explosion which the comics delve deeper into.