There is no compulsion to pray to them, though some Taoists do. Typical prayer at a Taoist shrine addressed to Taoist gods involves incense, money, and bowing; and may or may not involve dialogue.
How did the Taoists pray?
Taoists do not address their prayers to a god, because Taoists believe that there is no god capable of responding to them. Instead, Taoist prayers center on inner meditation and outer observation. Taoist prayers are about focusing the practitioner's mind so that they are more in sync with the Tao.
Where do Taoists go to pray?
Taoists tend to worship at temples, though a Taoist might also have a special shrine inside their home to which they can make offerings to gods or their ancestors.