Many people have speculated about whether or not Joseph Baena knows his siblings. While we cannot say for sure, it seems unlikely that he does. Here's why:
First, Joseph was born after his father, Arnold Schwarzenegger, had an affair with their housekeeper, Mildred Baena. This means that he was never intended to be a part of the family; in fact, his birth was kept secret from the rest of the world for years.
Second, even if Arnold had wanted Joseph to know his siblings, it's doubtful that Mildred would have allowed it. She has always been very protective of her son and has gone to great lengths to keep him out of the spotlight.
Lastly, there is no evidence that Arnold has ever tried to contact Joseph or include him in any way. In fact, when news of the affair first broke, Arnold issued a statement saying that he considered Joseph to be Mildred's child and not his own.
So while we can't say for certain whether or not Joseph Baena knows his siblings, it seems highly unlikely.