They went to a place called Gethsemane, and Jesus said to his disciples, “Sit here while I pray.” He took Peter, James and John along with him, and he began to be deeply distressed and troubled. “My soul is overwhelmed with sorrow to the point of death,” he said to them. “Stay here and keep watch.” Going a little farther, he fell to the ground and prayed that if possible the hour might pass from him. “Abba, Father,” he said, “everything is possible for you. Take this cup from me. Yet not what I will, but what you will.” Mark 14:32-36

Jesus prays while in human flesh to give us an example of how to pray. For example, during his prayer in the Garden of Gethsemane, before his crucifixion, Jesus prayed to God expressing exasperation and a willingness to do whatever his father desired. When Jesus is in the presence of God the Father and the Holy Spirit, does he "pray"? Technically, if would just be considered talking. The word "prayer" is used so we can understand the process.

Jesus spoke about the Trinity communicating to each other in Psalms 110:1.

The LORD says to my lord:
”Sit at my right hand
until I make your enemies
a footstool for your feet.”

Jesus wanted to show those who doubted the Trinity that God talks to God. Is it verbally? Is it with mind thoughts? Does nothing need to be said because the three are one? Not sure.

Jesus in his human body just wanted to show us that we can talk to God too and gave us a great example of his own need to communicate to His Father.