It's up for debate whether Dumbledore clearly told them it was the HQ
for the Order, but it doesn't matter, really. He told Harry (and them,
since they were in the room) that he had inherrited the house, and
mentioned the address. This means the Dursleys can SEE the house, even
if they don't know what it's being used for.
I know Harry isn't looking forward to visiting this house. It holds
sad memories of Sirius (well, sad and happy memories). However, it
would be so funny to see Vernon, Petunia, and Dudley enter the house
and respond to all the obvious wizardishness of the place. The
portrait of Mrs. Black would scream and curse at them. What fun!
It would also give Harry an easy way to fall upon the identity of
R.A.B. All he'd have to do is notice the name on the Black family
tapestry, then put 2 and 2 together....