A sarcastic way of saying: ‘That’s old news. I heard that weeks ago.’
The death of Queen Anne was officially hushed up for a while. News had leaked out, so when at last there was an official announcement of the Queen’s death, the crowd chanted in derision “Queen Anne is dead – didn’t you know?” and to this day “And Queen Anne is dead” is a standard rejoinder to somebody who bears stale news or states the obvious. You can read a more in-depth discussion here.