Yes, not only the Ancient Greeks and Romans perceived blue, but they also discussed blue and used blue pigments frequently.
Blue pigments and dyes were relatively expensive, and this was the only reason which limited their use in the ancient world.
Theophrastus (a student of Aristotle) discusses the 3 kinds of blue pigments whose use was widespread by his time (2300 years ago).
The most ancient pigment and also the most expensive was what is now called "ultramarine blue". This was very expensive, because it was imported from far away (from the present territory of Afghanistan).
The high cost of ultramarine blue has prompted the search for alternative blue pigments. The Egyptians had discovered several millennia before the time of Theophrastus how to make a synthetic blue pigment based on copper, which is now called "Egyptian blue". The Greeks had discovered in Cyprus abundant sources for another cheaper alternative to ultramarine blue, azurite, which is a natural pigment that is also based on copper.
The Ancient Greeks and Romans used frequently all these 3 blue pigments, all of which were known as "cyanos" (which was the original name of ultramarine blue).
Besides these 3 blue pigments, blue glass colored with cobalt oxide and dyes based on indigo (extracted from the indigo plant or from woad or from marine snails) were also used.
The people studying the ancient literature have been confused about the blue color mostly because they were ignorant about chemistry, mineralogy and biology, so they were unable to recognize most references to blue colors (and to many other colors).
The ancient Indo-European languages did not have a special name for the blue color (or for most colors except red, white and perhaps black).
So both in Ancient Greek and in Latin most colors were named in phrases or compound words meaning "the color of X", where "X" was some colored thing.
The color blue was most frequently referred to as either the color of the sky or as the color of "cyanos", in both Ancient Greek and Latin (there were also a few other words, e.g. Greek "glaucos", meaning light blue and used mostly for eyes).
Due to some stupid confusions, "cyan" began to be used in the modern European languages, already in the 19th century, as meaning "blue-green".
However in the ancient world "cyan" has never meant blue-green, but pure blue, the color of ultramarine blue. Blue-green was also mentioned by the ancient authors, but it was referred to either as the color of beryls, or as the color of turquoise, or as the color of the littoral sea (while green was referred to as the color of emeralds or the color of grass or the color of leaves).