They had the same scriptures we have. The resurrection and the last day (or judgment day) is perty common knowledge in the OT scriptures.
Quote:
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2 And many of those who sleep in the dust of the earth shall awake, some to everlasting life, and some to shame and everlasting contempt. 3 And those who are wise shall shine like the brightness of the sky above; [1] and those who turn many to righteousness, like the stars forever and ever. 4 But you, Daniel, shut up the words and seal the book, until the time of the end. . . [Daniel] go your way till the end. And you shall rest and shall stand in your allotted place at the end of the days.”
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Daniel 12
The NT teacings are formulated from the OT scriptures. If they were to read them every sabbath and talk about when they got up in the morning, when they went by the way and when they laid down at night (deut. 6) it is no suprise that martha had some idea about the resurrection.