Formally a caboose is the last carriage on a train. In slang it means a person’s buttocks. Or, in this case a cow’s buttocks.
It means “I don’t know him at all.” There are a whole series of phrases that begin “I don’t know him/her/it from [something]” which mean you don’t them at all. You don;t know a single thing about them.
I don’t know him from Adam (the most common and probably original form)
I don’t know him from a bar of soap
I don’t know him from a hole in the ground
There are probably lots of others based on if it’s American slang or British or whatever. In fact, since the part after ‘from’ doesn’t really mean anything you can make up your own, the more absurd the better.