Prayer is communion with God. And communion is “the sharing or exchanging of intimate thoughts and feelings, especially when the exchange is on a mental or spiritual level” (Oxford English Dictionary).
So prayer includes vocal prayer. These are words that we speak to God. This is what most people mean when they say that they’re praying. They mean that they are talking to God.
But we can also pray mentally. For God knows all things, including the thoughts in our mind. And in one sense, all vocal prayer should also be mental. That is, we should be saying our prayers with our mind engaged. That is the only way that we can really mean what we say.
But finally, there’s also the level of sharing of presence. That means an experience of God’s nearness, and of our nearness to God. This is sometimes called practicing the presence of God. And our experience of God’s presence is called mysticism.
So from all this you can see that prayer is communion with God. It’s a sharing together with God in words and beyond words. It’s not just us talking to God, it also includes God talking to us. And sometimes that is through circumstances and people, but at all other times it can be the inner voice.