I think we have to assume that Balthasar was either told of the wedding by Romeo before he left for Mantua. The only other people, besides Romeo and Juliet themselves, who knew about the wedding were Friar Laurence and the Nurse, and although I suppose Laurence might have told him before Balthasar took the news to Romeo about Juliet's "death," I think it more likely that Romeo would have trusted this servant who had proven himself so loyal in the past.
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When the Nurse and Romeo are discussing the marriage arrangements, Romeo tells the Nurse that \"his man\" will bring \"tackled stairs\" meaning a rope like ladder to the Nurse so that Romeo can use it to sneak in to see Juliet after the wedding. The Nurse then asks if his man can keep this secret. Balthasar is Romeo\'s man, just as Peter is to the Nurse. Therefore, Balthasar was informed of the wedding at this point.