Player's Handbook, pages 57-58
Whenever you affect a creature with a power, that creature knows exactly what you've done to it and what conditions you've imposed. For example, when a paladin uses divine challenge against an enemy, the enemy knows that it has been marked and that it will therefore take a penalty to attack rolls and some damage if it attacks anyone aside from the paladin.
Citation shamelessly copied from @okeefe's answer; any errors in it are his ;-)
Additionally, to clear up any and all confusion on whether or not Hunter's Quarry is subject to this rule (i.e. is it a "power" or not?), consider that the citation specifically singles out the Paladin's Divine Challenge as an example of a power that is subject to this rule.
But Divine Challenge, which is directly cited as an example of when and how this rule is applied, is a Paladin class feature. From the Compendium:
Class features: Channel Divinity, Divine Challenge, Lay on Hands.
The challenge of a paladin is filled with divine menace. You can use the divine challenge power [emphasis mine] to mark an enemy of your choice.
And take a look at the Ranger's entry in the Compendium:
Class features: Fighting Style, Hunter's Quarry, Prime Shot, Running Attack.
Once per turn, you can use your Hunter's Quarry power [emphasis mine].
I think this all makes it quite clear that yes, any NPC would immediately know it was the target of a Hunter's Quarry, however nothing in here gives any suggestion that the Ranger's hidden position would be compromised -- the Ranger is still hidden, but the NPCs could now be more on alert that someone is around. Additionally, depending on flavor text, a GM might rule that certain powers like this might be too flashy to do while remaining hidden, or might give a penalty to the character's Stealth check.