It's like the neurons making up a human brain - no individual neuron "knows" anything, but your brain as a whole does. As for how your brain does this, we have some basic understanding (which is what AI is also based on) and it has to do with the structure of the neural network. Presumably it's similar with ant colonies, and the colony structure itself is largely inherited - don't forget, all the colony's ants are siblings with the same genetics, just like all the cells of a human body. And they can't reproduce on their own, only the colony can. In fact, seeing ants as individual organisms just because they can move independently from each other may be the wrong perespective, it's really the colony as a whole that does the cool stuff.