"When you pray..." Jesus' address to the crowds would have been incomplete if he did not say something about prayer. And this is because of two reasons: Prayer is basically concerned with our relationship with God as it is our sole means of ‘keeping in touch’ with God; and secondly, Jesus as the self-revelation of God is our best teacher when it comes to ‘keeping in touch’ with God. As such, he would be doing his disciples a great de-service if he didn't instruct them on how to approach, speak, and stay in communion with God.
In teaching his disciples on how to pray, Jesus was not inventing prayer. The majority of those listening to him were brought up in a culture in which prayer played a central role. Rather, Jesus simply wanted to remind his disciples of what prayer is, for as we learn from the Gospels, in the eyes of Jesus, prayer had lost its efficacy and had been turned into a preserve for the elite. Instead of being used as a means of communicating with God, prayer time had become a show-off time. Prayer had been turned into a forum for parading one’s perceived righteousness before God. And as if that was not bad enough, prayer had also been turned into a platform for alienating and laughing at others (cf. Luke 18:9-14). To Jesus, this was an abuse of prayer and he sought to correct it. 
Prayer in all its forms (as well as fasting and almsgiving) had to have as its end the coming to recognition that God is the giver of all gifts. Prayer has to be a supplication, for even the thanksgiving that one renders to God in prayer should be given in supplication. There is nothing that an individual offers to God that hasn’t come from God, just as there is nothing that one can tell God that God doesn’t know already. An efficacious prayer is one that issues forth from one’s heart and offered in an environment where one feels ‘alone’ with God. This is the understanding of prayer that Jesus hoped the disciples would have. By teaching them how to pray, Jesus hoped that they would learn how to remain in communion with the Father and with one another.