Yes. In the United States, many Christians believe that an important purpose of life, and a reason for acting morally, is to try to get to heaven in the afterlife. I've read that in the 1920s children liked to write in their schoolbooks, [My name] is my name, America's my nation, [My town] is my dwelling-place, And Heaven's my destination. The speaker is talking about the human problem of why "good" people do bad things. They were "all aimed at heaven at one time"--they wanted to lead good lives and go to heaven after death--but "lost their way." "They know not what they do" is a Biblical reference. According to the New Testament, when they crucified Jesus (a method of execution), "Then said Jesus, 'Father, forgive them; for they know not what they do.'"

You are more or less right. Here, "aimed at heaven" implies that they were once good people (on the 'right' path) but lost sight of the metaphorical path and are now bad people. A finer point here is that the comment does not concretely indicate whether these people ACTUALLY expect to go to heaven or not, but implies that they should. Rather, it serves more to reinforce the speaker's beliefs to the reader.