There are two kinds of prayer: vocal prayer and mental prayer.  Vocal prayer is prayer using words either out loud or silently.  So, for example, when we say the Our Father, out loud in church or silently in our heads when we are at home, that is vocal prayer.

In mental prayer we pray with our mind without using words.  In fact this distinction between vocal and mental prayer is only a rough one because in vocal prayer we need to keep our minds on the words we are praying, and in mental prayer we shall from time to time say a word or two. (1) But having said that, the distinction between vocal and mental prayer is widely used and is helpful in understanding more about prayer.