No, we don't always know from a young age. That's the common idea about it, and it seems most trans people are that way, but not always. I didn't have a clue I was transgender until I was about 21. The reason for that is mostly because my gender dysphoria (a sense of hatred, disgust, disconnect, etc. towards your primary and secondary sex characteristics) manifested in a way where I basically just hated myself as a whole. I felt ugly and I didn't see it for what it was. It was made worse by the fact that I'd never even really heard of a transgender person before, and I just assumed only people who knew when they were three years old were trans. Then when I was around 21 I got confused and asked if anyone in the trans community didn't know until later on in life, and I finally found that it is possible after all.

Sometimes it's down to a lack of representation, lack of knowing that there's even a word for what you are. Sometimes it's because your body simply doesn't upset you or cause you any negativity until you go through puberty, or even beyond that. Not every trans person might hate every gender-related part of themselves. For example, a trans man might hate their breasts but be completely fine, even happy, with having a vagina.

As for whether or not it's a mental disorder, it doesn't really matter. The only treatment that has been proven to be effective is transitioning to the gender you identify as. Therapy, antidepressants, antipsychotics, etc. Useless. I mean, therapy might help in terms of coping methods and figuring out your gender, but it can't get rid of you being trans.