Dean finds out by himself in the S4 episode "In the beginning" but dosn't tell Sam he knows, Sam accidentaly mentions it to Dean when talking about why the Y.E.D killed their mother and grandparents in "Metamorphosis"
yes in season 3 he says somthing like "Dean Im a whole new level of freak! I got demon blood pumping through my viens i can feel it" something like this i am pretty sure lol
In the season four episode metamorphosis he mentions it to Dean by accident. Dean has already found out about it on his own but didn't mention it to Sam when he found out so didn't know that Sam had already known himself.