Well, it was all new to them, but people had operated successful societies in that “unexplored” country for thousands of years. Those plants and animals and mountains and rivers already had names. The people who lived there were interested in the innovations the Corps of Discovery brought with them from pants with pockets to pistols and ammunition. But they probably thought the white men (and one black man) were woefully ignorant when they went hungry with food so easily attainable nearby.
Wilderness? The natives had no such concept. This was no unoccupied frontier. The Mandan villages in what is now North Dakota where the Corps spent the winter of 1804-1805 were more densely populated than St. Louis, according to an essay by Roberta Conner in the 2006 anthology Lewis and Clark Through Indian Eyes*. The Expedition itself estimated there were 114 tribes living along or near their route.
What they did not report, because they did not know it, was that one newcomer from the Old World had preceded them, devastating the Indian population. According to Charles C. Mann in his book 1491, New Revelations of the Americas Before Columbus*, smallpox took out as much as 90 percent of the native population in the Americas. Mark Trahant, a writer with Indian ancestry from Blackfoot, noted in the above-mentioned anthology that a smallpox epidemic swept through Shoshone country around 1780.
Lewis and Clark encountered a considerable civilization on their journey, though one much reduced from what it had been a few generations before.
If you would like to learn more about how the indigenous people of the Americas lived and the impact epidemic had on them, I recommend the books previously mentioned and Guns, Germs, and Steel* by Jared Diamond.