[Mänwe]

Jimmylew and Elatan, as advised by Fingolfin II, you should refer to the "Of the Rings of Power" in the Silmarillion, I have however extracted what I think to be the most relevant passages for your queries;

"Therefore they hearkened to Sauron, and they learned of him many things, for his knowledge was great. In those days the smiths of Ost-in-Edhil surpassed all that they had contrived before; and they took thought, and they made Rings of Power. But Sauron guided their labours, and he was aware of all that they did; for his desire was to set a bond upon the Elves and to bring them under his vigilance" - Of the Rings of Power, Silmarillion.

He knew, it was the discovery Elatan that he had not decieved the Elves which bought him to wrath,

"But the Elves fled from him; and three of their rings they saved, and bore them away, and hid them." - Of the Rings of Power, Silmarillion.

And so he did not know who possessed the 'Three'.