It Depends on the Darklord
Not all Darklords are also the temporal rulers of their Domains (though some are), and not all of them reveal or flaunt their true natures. Indeed, some Darklords are deliberately denied political rulership of their domains (such as the Darklord Adam) as a way to isolate them and make them lonely. Of those who conceal their true natures, some do it out of habit or convenience (Azalin, Strahd), others out of necessity (Harkan Lucas, the Hive Queen) and still others because they hate what they are or have become (the ruler of Saragoss is one example). Oftentimes a Darklord still has feeding requirements, peccadilloes, or both that are easier to fulfill if the populace doesn't know what they are.
In Barovia's Case
According to Darklords and the Ravenloft Campaign Setting none of the citizens of Barovia believe Strahd to be human, but most of them have no idea what he truly is. They refer to him as "The devil Strahd" and fear him greatly; he rules with a casually brutal hand, ignoring them except when they get out of line. The Vistani know what he is, but Strahd long ago cut a deal with those wanderers and they are unlikely to inform others of his nature - let alone help them - without being paid the right price.
As noted in the Ravenloft Campaign Setting, education standards in Ravenloft are pretty low. With a few rare exceptions, it is a rural place without major centers of learning (a notable exception is the massive domain of Darkon, ruled by Azalin, with several urban centers) and riddled with racism and xenophobia. Often natives of Ravenloft will identify anyone unusual - a non-human race, magical abilities - as being "evil" and react with terror or, worse, a lynch mob. Even if you told one point-blank that the local Darklord was a vampire they might have no true idea what that signifies and simply attempt to protect themselves with ineffective superstition. Help from the locals is not a likely thing and might end up harming everyone involved; would-be heroes are not advised to seek it.