Can't answer that question with a Yes or No. They do talk to each other but it would be in your best interest to contact UGS with more specifics. Here's what I do know.

How well they exchange data can depend on what version of each you are running. NX2 uses V15 of the Parasolid kernel. SEV19 uses V18 of the kernel, SEV18 uses V17, SEV17 uses V16.1 etc.... So you would need to be running V15 of SE to match the parasolid kernel version of NX2. However, I have read that are workarounds I'm just not familiar with them.