The prefect being from another world does not seem to be a secret: Jamil comments that “You’d be hard-pressed to find anyone at this school who doesn’t know who you are.”
There is one particular line in the second novel that seems to insinuate that it is common knowledge at the school, as far as Yuuya knows:
“Yuuya is surprised by the thought that the housewarden of Octavinelle would be interested in hearing about him, of all people, but then he remembers the rumors that surround him, and gives an awkward smile.
Ramshackle dorm, where he lives with a monster. Inter-dimensional travel that no one understands. Riddle’s incident.
There is only so much stimulation available within a school, making any one of those topics ripe for discussion. There are plenty of people who want to know more about the rumors.
‘It must be terribly inconvenient to be living in an unknown world. If there is any way that I might be of assistance, I would be delighted to help. Let us discuss this in more detail, next time.’“
-Twst the second novel
As for how they know, the prefect in the novel suspects that Crowley may be involved:
“The rumors about Yuuya that are flying around the school—could it be that they were started by the headmage himself?
Yuuya’s shoulders droop.”
-Twst the second novel
So it seems that Yuuya believes that everyone at the school is already aware of at least the rumors that he is not from around there.
While the novel and the game are canon only to themselves and not to each other, there does not seem to be anything in the game (as of this writing) that disproves the possibility that the prefect being from another world is a commonly known fact.
Twisted Wonderland Reference Note 