/early in the day came the news that the enemy were gone/有什吗

首先,这个句子是个倒装句.前半部分正常语序应该是：The news came early in the day.
that 引导的是解释说明news的同位语从句,解释说明是什么消息.
翻译：清晨传来了敌人已经撤军（离开）的消息.正常语序：The news that the enemy were gone came early in the day.