They would only know if a 1099 for you was sent to their address and they opened it to see who it was from. No you don't have to tell them. You will have to file your own return for all your income. Be sure to check the box that says you can be claimed on someone else's return or their return will reject if they claim you. If you file a return and their returns rejects they will probably ask you why.
Are you under 24 and a full time student? If not they might not be able to claim you.
