What for? No man can serve two masters: for either he will hate the one, and love the other; or else he will hold to the one, and despise the other. You cannot serve God and mammon (Matthew 6:24). Choose you this day whom you will serve (Joshua 24:15). Just as a car cannot drive down two roads at the same time, neither can man have it both ways. Only the hypocrite tries that. Serve God--prayer is not optional.
When do we pray? Pray without ceasing (I Thessalonians 5:17). Rejoicing in hope; patient in tribulation; continuing instant in prayer; (Romans 12:12). Jesus did not say "if" you pray, he said "when" you pray. Prayer is expected of the faithful.
Where do we pray? I will therefore that men pray every where, lifting up holy hands, without wrath and doubting (I Timothy 2:8). Pray in a solitary place as in Matthew 6:6 or on the shore in a group as in Acts 21:5. Praying doesn't have a boundary like the states on a map. It's user-friendly and can be applied anywhere.
Why should we pray? Put on the whole armour of God...For we wrestle not against flesh and blood, but against principalities...against spiritual wickedness...your loins...with truth...the breastplate of righteousness...your feet...the gospel of peace...taking the shield of faith...the helmet of salvation, and the sword of the Spirit, which is the word of God: Praying always with all prayer and supplication in the Spirit, and watching thereunto with all perseverance and supplication for all saints; (Ephesians 6:11-18). Prayer is how we join in the fight. It's our mightiest tool.
How do we pray? I thank God upon every remembrance of you, Always in every prayer of mine for you all making request with joy, (Philippians 1:3-4). Be careful for nothing; but in every thing by prayer and supplication with thanksgiving let your requests be made known unto God (Philippians 4:6). Jesus called his house the House of Prayer (Luke 19:46). He did not say this lightly. We should take it to heart.