One of the primary goals of a Sith is to achieve immortality.
Então, minha pergunta é:
Did the Sith know that the Jedi could become immortal by becoming a Force ghost? And, if so, did any Sith try to replicate this?
(I know that Sith can bind their Force energy to certain items but that's not a Force ghost.)
In Legends, Lord Vader learned of the existence of Force Ghosts from Darth Sidious, and since the Sith in that continuity had many, many instances of the Sith attaching their spirits/essence to objects or locations, it's logical to assume that both sides knew of the other's versions of "immortality" when they were both at the height of their power and that there was at least some ancient Sith record of Force Ghosts, or else Palpatine acquired his knowledge from the ransacked Jedi Temple after Order 66.
In Cânone, however, it's not readily apparent if the Sith knew about Force Ghosts, because so much of the EU has been excised and so far relatively little has been reinstated about the ancient Sith. Sith were unable to aprenda como, but that does not preclude the ability to learn of. That said, it's still reasonable to think that since at least one known Sith, Lord Momin, was, as you said, able to imbue an object with his Force essence/spirit, the ancient Sith knew of similar techniques to becoming a Force Ghost and preserving their spirits after death.
Sith certainly seem to know about it. In certain books and TV shows, Sith have shown knowledge of them. For example, they have long spoke of the ghosts at Korriban, and in Sith lore there are many references to them. Whether they can see Jedi ghosts is another, separate Matter.
About the second question, Sith do have ways of coming back, but don’t use them in the way Jedi do. Like Jedi, Sith seem to believe in an afterlife, sometimes known as Chaos. It is implied somtimes that some Sith can’t escape it, as a sort of punishment. The dark side is sometimes said to have negative effect on the wielded too.