Some neopagans firmly believe that prayer has no place in paganism. To put it simply, they are wrong. Prayer to the gods has a major role in all of the world's polytheist religions, and we know it did in the ancient pagan religions of Europe as well. Most of those prayers were not preserved, but a few were.
The Homeric Hymns are a set of prayers from the old Greek religion. These Hymns retell the stories of the gods as a way to attune the worshiper's mind with the deity and with the deity's power. A couple of late pagan prayers by Neoplatonists have also survived, as has a single pre-Christian prayer from the Norse tradition. Some of the Gaelic folk prayers collected in the nineteenth century have such a strongly pagan feel about them that it is certainly possible they were originally pagan prayers, despite being passed down for many centuries in a Christian context.
What's the purpose of prayer? You can think of it as a type of meditation. By praying and focusing your mind on the deity, you draw closer to the deity inside yourself. The deity's presence and power become a reality to you.