Can you tell me when they say that the Holy Spirit speaks – how does he speak? Do we hear his voice?

When Christians say that the Holy Spirit “spoke” to them they mean that He has communicated some truth to them. Usually it’s by making a verse of scripture so real to them it’s like the Holy Spirit is using it to “speak” to them. It’s rarely an audible voice, although it could happen. The Holy Spirit can also lead us to do something by giving us a strong impression in our mind. However, you have to be careful. The Holy Spirit would never tell us to do anything that is against the Word of God or His will. It takes practice to recognize when it’s the Holy Spirit and when it’s not.