My friend and I each had one foal this year (firsts for both). At weaning time, we’re going to put both foals (Colt & filly) at my house, and both mares at her house. 

Is there a way we should introduce the foals? Or are they still so small that they won’t hurt each other?

Just put them together.  They will be fine.  

What he said.

Yep.  They will be good friends unless one or the other is aggressive.  Give them a little bit of room - a decent sized pen - if you can.