When Jesse stepped out of the door, he definitely didn't notice Jimmy and the others. But after they followed for a while, he immediately turned and sped up, clearly having been notified. As for who informed him, that remained unclear.
Jesse didn't have a registered mobile number, and Jimmy and the others couldn't directly pull records from the backend. They could only note the approximate time just now and wait for an opportunity to get hold of Jesse's phone to investigate further.
The DEA agents were quite skilled at driving too. The only problem was that this disguised car was just a regular vehicle without hidden police lights or sirens, so they had to speed up to catch up. However, at an intersection, they had to reduce speed and avoid vehicles, allowing Jesse to escape.
