That is true. If you look up the words pray and prayer in the Bible (other than in the KJV where the word pray is thrown in in many places where there is no Hebrew or Greek word to back it up and it is used to indicate to ask),but if you look up prayer, prayer in the Bible is only to God or in a few cases to a false god or idol.
There are no examples in the Bible of anyone ever praying to anything other than to God or to a false god or idol.
Here are some of the verses from a search of the word "pray" from Bible Gateway in the NIV. I chose that translation because it only translates the words from the original languages that mean pray as pray rather than using words for "ask" as pray.
2.Genesis 20:17
Then Abraham
prayed to God, and God healed Abimelech, his wife and his slave girls so they could have children again,
Genesis 20:16-18 (in Context) Genesis 20 (Whole Chapter)
3.Genesis 24:12
Then
he prayed, "O LORD, God of my master Abraham, give me success today, and show kindness to my master Abraham.
Exodus 8:8
Pharaoh summoned Moses and Aaron and said, "
Pray to the LORD to take the frogs away from me and my people, and I will let your people go to offer sacrifices to the LORD."
Numbers 11:2
When the people cried out to Moses, he
prayed to the LORD and the fire died down.
Judges 13:8
Then Manoah
prayed to the LORD : "O LORD, I beg you, let the man of God you sent to us come again to teach us how to bring up the boy who is to be born."
1 Samuel 1:10
In bitterness of soul Hannah wept much and
prayed to the LORD.
BibleGateway.com - Keyword[wash my mouth]Search: pray
If you look up the word that is translated as "pray" in the KJV as in I pray thee, it does not refer to prayer at all - in the Hebrew it is נָא A primitive particle of incitement and entreaty, which may usually be rendered: "I pray," "now," or "then"http://www.blueletterbible.org/Bible.cfm?b=Gen&c=12&t=KJV#conc/13
and it is not the same word that is used for prayer, and there are several different Hebrew words used for prayer. Actually, in KJV, some of the words that mean pray are translated as inquire of the Lord and other things.
Genesis 12 (Blue Letter Bible: KJV - King James Version)