Most polytheistic practitioners create an altar or at the very least, a shelf in their home that is dedicated to their patron or whatever deity they wish to honor. It's a place to reflect and connect with that deity. After there has been enough energy expended to this special area, it begins to resonate with the spirit of the deity. Is the deity hanging out in your house? No. But it means you've successfully connected to them. You have yourself a direct line. We can't exactly take a photograph of them so this must suffice as the link. It also becomes a sacred place in our homes where we can go to be alone with our spiritual mother or father.
At this point, a bond is created and through meditation, messages can be received in this place. Is it really the deity "talking" to you? Probably not. As we connect, we naturally channel their energy and it begins to flow through us. We learn from it as we open to it. Once in a great while that deity or those that work under them may make contact with you in the form of a vision or dream. If your lucky a physical manifestation like the smell of an herb or flower, a breeze (indoors with all windows closed), a sound, a voice, etc. These are little indications that you are being heard.
At this point, you can ask for requests but never without an offering of your own. Each spirit likes something different. Some like burnt offerings like incense or a specially made candle, others like food offerings, and still others like actions. A deity that is charitable may want you to work at a soup kitchen. That's where being able to connect to innately know these things plays an important role.