Are they aware of each other and that you're with them in proximity (obviously they would be with a threesome)? If so, it's likely this has crossed their minds and there's a level of comfort there. Still, to put you at ease it may help to broach the subject directly either if you talk before or in the heat of things by saying something direct (forgive this but like "I want you to eat my freshly fucked pussy"). That leaves no stone unturned and is unequivocal. You'll know if there is hesitation. If they're not aware of each other or the proximal fucking, of course it's best to make them aware, but short of that, remain conservative in that area.