Welcome to the DIS!!!
Call the Main Reservations line, provide the CM with the reservation numbers of all parties, ask the CM to link the reservations as "traveling with" and then ask to have a request entered on each reservation to be near each other.
It's possible. Just realize the more requests made the harder to get them granted. So just list them in order of preference.
Requests can be made any time from the day you book up until 4-5 days before you arrive. When within that time frame makes no difference.