In the Avengers movie everyone seemed to know a great deal about the Tesseract. Even Hawkeye seemed to know that it is a thing which can make portals (he tells about the Tesseract that door can open from both sides). In Captain America The First Avenger Red Skull only used the stone for harnessing power. So how does everyone know about the Tesseract and its capabilities?
SHIELD have been holding the Tesseract for a very long time since Howard Stark found it not long after Captain America went missing (close to World War 2). They have been studying its properties ever since.
Also, Loki knows some of its power and secrets from Thanos as explained in the movie. Connect that with the slight influence Loki has over Selvig in credits scene for Thor. So Selvig probably has some breakthroughs in that research, maybe because of his own intellect and maybe because of Loki.
The conclusion Hawkeye makes that "doors open from both sides" is just a guess, which is soon proven correct. But Hawkeye and Fury and Selvig are all in the same room a whole lot before this moment, studying the same thing basically. So it's safe to assume they all share any knowledge about that, at least in principle even though Selvig probably more deeply.