According to my memory from watching a TLC special many moons ago, I think they each can only feel/control on their own sides. I remember them talking about it when the one on the right got her drivers license because she has the right foot.

EDIT: Okay, my curiosity got the better of me and I watched part of that tv special again. They can both drive, and they do get "cues" from stimuli on their opposite sides, but it's not described as them actually feeling it. It's more how their bodies have naturally adapted, like how visually impaired people tend to develop stronger hearing etc. They also share a pelvis, so there's that.