Well it would be a good idea. If you state it in the global chat at the start then there can be no worries. If you're unsure what your friend thinks then you could just say that you some *someone* in the game in real life, are just letting them know and it won't affect your play.
Its up to you, good luck deciding :)

I have done this before. We had 4 people who knew each other in real life, and three others, and I just mentioned it before the game started and there were no problems. What you can do is mention it in a thread when asking people to join the game, that way people who may not like it know before they join.

I was in a game once when two people were related and they stated it ahead of time, and then when they allied with eachother it all turned sour.

I just think you should avoid doing it a lot.

Yeah, I don't think this is going to be too common (unless I can get a private game going of some friends of mine who I'm trying to get into the game).

I joing a game with someone who work with me (it´s a portuguese only game) and I stated this before the game start and we played normally, and don´t have any problems.

I don't understand these people that go in and try to help eachother. If I'm playing with someone I know I am much more likely to attack them. In fact, I'll go out of my way to get them killed.

Assuming that everyone playing this game is of a rational mind, this shouldn't be much of an issue. Of course the etiquette is to state that you know a player at the beginning of the game globally. Past that, the game should proceed as normal, where the "known" players are free to ally or war with each other as the ebb and flow of the game dictates. The assumption is that anyone who brings in a familiar player can be accused of an out-of-game collusion, granting those players an unfair advantage. Actually doing so would be considered cheating. But seriously, if you feel the need to cheat at the game of Diplomacy, then you are playing the wrong game. If you can't win without resorting to these cheap stunts, then either your diplomatic and/or tactical skills suck. Therefore, rational players wouldn't cheat, and sharing that you know another player should be a non-issue.