It doesn't know in the conscious sense, that it learned it or was instructed to do so, any more than organisms know they have to evolve to survive more effectively; but the universe knows stones don't roll uphill, and we define entropy so it is consistent with what happens. The arrow of entropy points one way, it knows, and the local anti-entropic actions that help entropy are not forced to happen, they must happen somehow. The universe knows.

Run a movie of the solar system backwards and there is no way of knowing which way time flows, all the laws of motion hold either way. But run a movie of a bottle of ink diffusing in a swimming pool backwards and we know immediately it is wrong because the universe does not know how to do that. Still, no physical laws are violated, energy is conserved, etc.