Is there an episode of Sex and The City where it shows you how the four met?

I just saw a question on here asking how they met. The best answer
was:

"carrie met charolette when they were on the sub one night when a man
flashed everybody on the train,she met miranda when she was crying in
a dressing room,and met samantha when she was bartending @ a club"

I'm really not sure how the person knows this? Because even in the
pilot episode, they're friends already.