This is a tricky question. If someone doesn't know another language, he/she can't know how to pronounce it well. That's obvious. However, in the case of Boca Juniors, I would say many people in Argentina learn how to say it way before knowing how it is written or how to write at all.
Anyway, in the more general case, I'm no expert but I think people just "do their best" to pronounce unknown words correctly. They will apply what they know and try to make the word sound "right" under that frame.
For example, back in the 50s or 60s, in Spain very few people spoke English, and so they used Spanish (or French) rules to English words, or names. Thus, you would hear things like "Umpri Bogar" (Humphrey Bogart), "Yon Baine" (John Wayne), "Kirk Duglas" (Kirk Douglas)...
Nowadays exposure to English is much bigger, and more people speak it, so now we more or less pronounce them well. So the son of Kirk Duglas is Maikel Daglas (the funny thing is we keep saying Kirk Duglas even though we "know" it's wrong).
But, at least here in Spain, people don't take it too far. We can very easily say two English words, one with English pronounciation and the other with Spanish pronunciation, e.g. we pronounce White Label as "uait label" not "uait leibol" or "uite label", and there are some names we haven't got right yet, like Tom Cruise, which everybody here says "Tom Cruis" (actually, I think it's slowly changing and more people say it right).
And, lo and behold, if someone says those English words with the proper accent and pronounciation, they can be regarded as "pedantic".
From what I've seen in TV, it seems like in Mexico and other countries in Central and South America, people say English words better, probably because they are more exposed to English, in TV, cinema, etc.
But now that people more or less know how to pronounce English, when they find a foreign word, they (we) will, again, "do their best" to say it. So they will add English to their pronounciation toolbox, and say the word using that toolbox, often mixing things between languages. And now we say German, Russian, Dutch, or whatever language words and names with a mixture of rules of Spanish, English and any other languages we might know, plus whatever similar we might have heard on TV, films, etc., so now "H"s have sound when they shouldn't, "ei" is pronounced like Spanish "i", instead of "ai" (like in German), etc.