Not always, and not everyone believes we astral project when we sleep. It's a debated topic, and I've seen evidence for both sides, but I have yet to choose. I think in a lucid dreaming state, it would be much like astral projection, but not the same.
Telepathy has varying meaning between people, so you should probably elaborate.
Astral/etheric projection, dream entering, lucid dreaming, telepathy - none of those are the same as contacting entities, though they could be a means to.
Hope that answers your questions.