Yes, the "any" is there to make it sound more natural. I'm sure "I do not know soldiers" is also accepted.
You can also say "Katonákat nem ismerek" to put a bit more emphasis on what kind of people you don't know. However "Nem katonákat ismerek" sound a bit odd on its own - "I know not soldiers". But whom do you know instead?
Hungarian word order is a fun mix of meaning, focus, and emphasis. What you can do in most sentences is to move the nouns and the verb around pretty freely, but everything that's attached to them (like adjectives, adverbs, or postpositions) has to move with them.
For example, in the sentence "Gyakran látok olyan sok embert ebben a városban" you have three parts that have to stay together like that to retain the meaning of this sentence: "gyakran látok" - I rarely see, "olyan sok embert" - so many people, and "ebben a városban" - in this city. But these groups can be put in basically any order, shifting the emphasis around. For example:
"Ebben a városban gyakran látok olyan sok embert". Here, the city is the topic of the sentence, i.e. the setting of the action. The sentece is about what is happening in the city.
"Gyakran látok olyan sok embert ebben a vársoban". Here the focus is more on the action itself. You're amazed at the number of people you see.
"Olyan sok embert gyakran látok ebben a városban". The people are topic here, putting extra emphasis on their numbers.
I get it, i hope. Will however take forever in real speech.
ebben? I guess that is the correct form of "ez a városban" which i would have tried? Saying "in" sort of twice while camouflaging the ez? Hungarian is sometimes elegant, however sometimes it just looks distorted to me.
You'll learn to recognise the word order rules. It isn't too hard but takes a fair bit of practice. :D
Yes, when you pair one of the demonstrative pronouns, ez or az, with a noun, those pronouns copy the grammatical baggage of the noun, its suffixes and/or postpositions. Basically saying "in this, in the city" or whatever.
- ez a város
- ezek a városok (these cities)
- ezt a várost (accusative)
- ebben a városban (in this city)
- ezekben a városokban (in these cities)
- e felé a város felé (towards this city)
And so on.