They absolutely should be friends.
Jealousy is a natural feeling among humans, but like all negative emotions like anger, it should be worked through. A man should be talking to his wives and tending to their greivances.
I have two partners (polygamy is unfortunately illegal in my country, but so long as I do not try to apply for more than one marriage license with the secular state law, they cannot do anything. This de-facto polygamy is possible), and I attend to their every need, listen to their grevances and try to solve disputes they may have. Alhamdulillah, they are very friendly with each other and adore one another. So yes, polygamy can be good and healthy if everyone is contributing their part and communicating, as in any relationship.