Well adelaide, let me tell you something from experience: I learned to speak three languages almost at the same time, one was my father's native, other was my mother's native and other was the one of the country I was born in, the same thing has happened to my children, they learnt their father's language, mine (native, where I was born and raised) and English since they were born here, they also go to a bilingual school and now have (they are 7, more or less Juan and Pablo's age) a basic understanding of that fourth language
There's no need to be a genius to learn several languages at once, it all depends on the environment, the travelling, the living and the schooling
acdc1, i guess they have (obviously) mastered both castilian and catalan, since they are more or less their native languages, in Iñaki's house they are spoken in Euskera, so I guess they must at least understand and maybe speak something on that and for the English and French, they are taught that at school, Juan's been in the French school for more or less 3 years, so I guess he has a good understanding of the language; it's been said (even if i cannot assure it completely) that Queen Sofia usually talks in english with them as well, so I guess that must influence something