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.'"