I'm writing this as someone who has mostly lived in the US and Canada. Personally, I find the whole "lying to children about Christmas" thing just a bit weird (no judgment on those who enjoy this aspect of the holiday). But because it's completely normalized in our culture, this is something many people have to deal with.
Two questions:
What age does this normally happen? I suppose you want the "magic of Christmas" at younger ages, but it gets embarrassing at a certain point.
And how does it normally happen? Let them find out from others through people at school? Tell them explicitly during a "talk"? Let them figure it out on their own?
Just don't play into it. My parents never did the Santa gifts thing from the beginning. All our gifts were from mom, dad, grandma/grandpa, etc.
I never got a "talk" that I can remember about Santa not being real, it just never was a thing.
No magic was lost for me or my siblings. Christmas was still our favorite holiday of the year. Still had tons of fun decorating, making cookies and gingerbread houses, making gift wishlists, going out to get a tree, putting up lights, getting up early Christmas morning to open gifts, etc.
Most magical time of my life personally as a kid during the season, nothing was lost by not believing in Santa bringing me presents.
Emphasize the important things about the season. It's about generosity, spreading joy to others, celebrating friends and family that we don't get to see often, etc. Don't make it consumeristic. I wish my folks had taken me and my sibs to help at some sort of community function around the holidays. Although as we got into our teens, we would do food drives and toys for tots, etc. Which was good.