Those who were been martyred in the way of Allah are alive ( Sura 2, verse 154 and Sura 3, verse 169). No doubt that the martyrs listen to us when we talk to them. In fact, every dead person can hear us when we talk to him loudly as the Prophet (SAWA) spoke to the dead Kafirs who were killed in the battle of Badr.
Martyrs have real life in which they can listen. Regarding the letters, it depends on the status of the martyr. Letters written to the Infallible Imams will be seen they them and might be even replied, but that is not for every martyr.