Look at the floor plan in the brochure or on line; connecting rooms are identified as
such. If still in dooubt, your TA will tell you.
But primarly, when you booked your rooms, had they been connecting, assuredly your
TA would have told you.
There are a few balcony doors that do not open. I believe that the ones that have a fire door between them in the corridor, do not open on the balconies. You can tell which these are b/c on the deck plan, the numbers change to the next hundred when there is a fire door. For instance (and I'm just making up these numbers -- I'm not looking at a deck plan)... If you're just going down the hall and the rooms go from B490 to B501, there would be a fire door in the corridor that falls between those rooms and the balcony door may not open. However, if you have two rooms in the same "hundred" like B213 and B215, they should open. I hope that makes sense.
Mick - the doors between balconies are locked, you will have to ask your room steward to open them for you, then you need something to hold the door open, as it swings shut with the movement of the ship ( bungee cord). There is a sill between the balconies that you have to step over.