They understand each other about as well as humans with no common language understand one another*. It is largely body language and pheromones. Quite often, the body language of one species means something quite different to another species.
*You'd be surprised how much you can communicate by gestures.
Cats and dogs know what the other is saying like humans and cows now what each other are saying. Same goes for ants and roaches. Dogs can talk to dogs though,(<-- a lot of their communication is body language -->) cats to cats, ants to ants (they puke in each others mouths)
Never.
for example can cats and dogs know what eachother is saying or can ants and roaches understand eachother
