Hi, That's a good question, I happen to be a Christian and I can totally relate to your friend some days. :)
I wrote a post answering this question LINK: what is prayer. my son actually asked me the same question awhile back. I had to research and choose the right words not easy to sum prayer up to someone.
Basically, to try to sum it up here, we pray and speak with God/Jesus/Holy Spirit ( All the Same BTW), it's a conversation but sometimes very one-sided.
We rejoice in his word and he does speak words when you listen. When we pray we open ourselves up to his words. it's beautiful. our heavenly father is amazing.
My suggestion mate, Is look online for a local Christian church. Go in on a Sunday most services start around 9:30 ish get there early and have a cuppa.
Live Life, Laugh
Have Fun, And Make New Friends. Also, check this site I run if you need free advertising ShareMyAds.com (SMA)