No, we could always tell when my dog had gotten into something even before we found the evidence, because she'd be slinking around embodying the word "hangdog" from the moment we walked in the door. There's debate over whether this is actually guilt or simply anticipation of punishment, but there's no question that dogs know when they've done something they weren't supposed to do.

And how to do humans learn which things are wrong? Kids are scolded fairly frequently when they're young...