Catholics pray to Mary and the Saints as a form of asking a trusted friend for assistance. To over-simplify, think of it as calling up a friend at work and asking them to speak to the boss since the friend is at the office and you are, say, on a business trip.
God is everywhere, He's
with you wherever you are. It's not necessary to call a "friend" to speak to Him for you.
Further, I wouldn't think of calling my dead friends for help.