Interaction happens like this:
Indirectly. You see something, you say something. By raising a flag on a post. That flag stays "pending" for some time, then is resolved. When you flagged for moderator attention, you might even get a short response message in addition to the usual helpful/disputed/... reply. See here for one example how that is supposed to work
Directly, v1: X asks a question, and Y responds via answer or comment. Now: X can be you, Y the moderator, or vice versa. In this situation, there is really no big difference between talking to other users and a moderator. Besides the fact that the other user has a diamond near to their name. And that you know "okay, when I get rude, I will be sanctioned immediately".
Directly, v2: you talk to a moderator on chat, like the (in)famous tavern. Same rules as "v1".
In other words: moderators are also users within communities. You can interact with them just like with any other user. Beyond that, you can contact moderators when you have a specific topic that is somehow affiliated with moderation. And of course, when you are in doubt about "how does this or that work here", when a moderator responds to that, the expectation would be: responses from moderators should be reflecting the "gold standards" of that place.