We analyse the flow of information in multiplex networks by means of the communicability function. First, we generalize this measure from its definition from simple graphs to multiplex networks. Then, we study its relevance for the analysis of real-world systems by studying a social multiplex where information flows using formal/informal channels and an air transportation system where the layers represent different air companies. Accordingly, the communicability, which is essential for the good performance of these complex systems, emerges at a systemic operation point in the multiplex where the performance of the layers operates in a coordinated way very differently from the state represented by a collection of unconnected networks.