Within their first few months, babies are capable of integrating some types of sensory information. One experiment showed that babies are able to match the information they receive through their mouths (touch) with visual information. For example, researchers gave two groups of babies one of two pacifiers to suck on. One of the pacifiers had a bumpy surface while the other was smooth, and the babies never saw them, they only felt them in their mouths. Later, the researcher let the babies look at (but not touch) bumpy and smooth objects to see where the babies looked. The babies looked longer at the object that was the same shape as the one they had sucked, showing that they could distinguish between the lumpy and smooth objects with their mouths.
References
Meltzoff, A. N., & Borton, R. W. (1979). Intermodal matching by human neonates. Nature, 282, 403