No, only a few hundred need to know, and most of those are just paid off and not among those controlling the balance of power. If you follow a compass far enough, you'll soon find that you're traveling perpendicular to the direction you started. Should you bear south long enough, you'll end up sailing around the perimeter of the ice wall, and as you know, it's only possible to spend so long doing this before you need to head home or risk dying of exposure. Likewise, aircraft navigation, even navigation on foot or in a car provides the illusion of a linear magnetic field, when in fact it's more of an unstable spiral.
The few astronauts that have been high enough to see the surface could well have been convinced that they were in fact seeing a sphere and not a cylinder, but nevertheless, these people will have been paid off. The people guarding the icewall need not know what they're guarding, only that they will surely perish if they stray too far from their post. Technicians maintaining the radio systems that pass for satellite transceivers also have no idea of their real purpose.
Just a few, select persons know the full story, the rest is on a 'need to know' basis where they have just the bare details needed to, say, direct the Perimeter Defense and Control.