In the room where Monica and Chandler are staying, you can sometimes see the top of the back set wall. Right before the scene where they board the plane, you can see the top of the wall, as well as a boom microphone and set lights.
At the part where Ross tells Chandler, Monica, and Phoebe to tell Joey that he's looking for him, the hallway is shown. If you watch closely, in the darkened left corner of the hallway, there is a toilet. It most likely doubled as a bathroom.
When Monica, Chandler, and Phoebe are listening through Ross's wall (before the theme song), the camera scrolls past the wall, showing it is just one wall dividing the rooms. In later shots, however (like when the door's open), you can see that they are divided by a hallway as well.