It doesn't seem there were any of the Rohirrim then living permanently in the Wold. Aragorn said , soon after departing Parth Galen:
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The Rohirrim seldom come here, and it is far from Minas Tirith.
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TT The Riders of Rohan
That while they were a good deal south of the Wold, and closer to Rohan proper.
The Rohirrim had certainly known of Lórien when they had dwelt in their previous homes in the Vales of Anduin. As they rode to the aid of Gondor with Eorl the Young at their head, they passed near it:
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Many of the riders turned their heads thither, half in fear and half in hope to glimpse from afar the shimmer of the Dwimordene, the perilous land that in legends of their people was said to shine like gold in the springtime.
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UT Ciron and Eorl
Even then, over 500 years before the events of The War of the Ring, their knowledge of Lórien was limited to myths and legends, despite their residing much closer to it then.
By the time of the War, they would have been even more wary of the Elves, even as the 'high' Men of the time, the Gondorians had become. Most of the Rohirrim likely believed the 'golden wood' story to be only that- a story. As for the rest, the higher and more learnéd among them, they would have had only fear and awe for the Elves, as evidenced by Éomer's reaction to Aragorn's mention of Lothlórien at their first meeting.