I've been a JW for over forty years. I can assure you that JWs do not pray to Jesus. As for talking to Jesus, to be honest, as far as I can tell, that has never been written about. I would dare to say that the vast majority do not. They would view praying and talking as the same thing. The most recent information on praying to Jesus found in the October 1, 2010 Watchtower. It says:
"Does the Bible instruct us to pray to Jesus, to Mary, to saints, or to angels? No—only to Jehovah. Consider two reasons why. First, prayer is a form of worship, and the Bible says that worship should go exclusively to Jehovah. (Exodus 20:5) Second, the Bible reveals that he bears the title “Hearer of prayer.” (Psalm 65:2) Although Jehovah delegates generously, this is a responsibility he has never passed on to anyone. He is the God who promises to hear our prayers personally."
The same Watchtower says this a little later:
"Here is yet another essential aspect of how to pray. Jesus said: “No one comes to the Father except through me.” (John 14:6) So Jesus is the means of our approach to the Father, Jehovah. Thus, Jesus told his followers to pray in his name. (John 14:13; 15:16) That does not mean that we should pray to Jesus. Rather, we pray in the name of Jesus, remembering that Jesus is the reason that we are able to approach our perfect and holy Father." (italics in the original article)