The Others do not know about the cove, as the sailboat was there for quite some time and they never knew of it.
The Others do know about the cove, but never thought a boat would be there. We have never seen any proof that, besides Kelvin, that anybody knew about Desmond capsizing near the Island. As far as they would know, only Kelvin was in the Swan.
In "The Other 48 Days", Mr. Eko was leading Michael, Sawyer, and the tail section passengers along the beach and decided to take everyone inland rather than follow the path which looked as if it were leading to the cove. They were heading for the Elizabeth.