No we don't, which is why it is from an era known as "Prehistory", which is basically the study of history before written records existed. So it's pretty hard to find anything concrete, anything anyone knows about this era is based on assumption. All we know is that these eras are divided into Paleolithic (30,000-4,000 B.C.E.) and Neolithic (8,000-2,000 B.C.E.)*, and they are further subcategorized based on their habits; were they nomads, or did they build permanent villages? Were they hunter-gatherers or did they produce crop and grow livestock?
One way that prehistoric art can tell us more about the people of that time is its context. Take the Venus of Willendorf; she is very small, only 4 and 3/8 inches - portable, for a nomadic group of people. Her approximate date of creation is 28,000 - 21,000 B.C.E., during the Paleolithic era, when people lived a more nomadic lifestyle.
*You may have noticed an overlap in the time periods that I provided above. Let me explain in a little more detail:
Paleolithic Art: 30,000 B.C.E. - 8,000 B.C.E. in the Near East
30,000 B.C.E. - 4,000 B.C.E. in Europe
Neolithic Art: 8,000 B.C.E. - 3,000 B.C.E. in the Near East
4,000 B.C.E. - 2,000 B.C.E. in Europe