Apparently body doubles and camera tricks were used to make the scene seem authentic.
CBS has not yet commented on it.
As most of us Good Wife fans are aware, Julianna Margulies and Archie Panjabi have a (rumored) history of off-the-set animosity for reasons not yet understood. It is speculated that Julianna has disliked Archie ever since Archie won her Emmy the first season before Julianna (who has actually won twice). There are no real receipts as to why their cold war has occurred and lasted for the past several seasons and neither of the actresses or any of the other Good Wife cast has made any specific comments about this (even though interviews with some of the cast an the creators seem to touch on the subject in a vague manner fueling this rumor).
In the fist couple seasons their friendship was one of the better female friendships on television. Fans had noticed that for the past several seasons Alicia and Kalinda have not had a scene together for a while (even though the storyline where Kalinda slept with Alicia's husband seemed as this was storyline dictated which some fans still insist on). When the Kings announced that Kalinda and Alicia would reunite in the finale many fans were happy but when the scene aired many people noticed it did not seem like a genuine reunion and that there were noticeable edits that made it appear the actresses did not appear on screen together.