Thank you for asking. I don't expect you to understand, as the paradigms are really different. There are always preconceived notions and biases in such questions. There are several misconceptions right in your question.
For Saivites like me, it's not 'How did?" but 'How does?" Shiva is no myth to us. Shiva in reality is in the here and now, right now all the time, as He (God, in Hinduism is actually genderless, but that's another discussion.) So firstly, its an active living faith, been around for 7000 Plus years, still a spiritual home to almost a billion people, not some 'ancient' long gone faith.
Yes He still communicates, because He's right there all the time. He's in the heart, in the sahaswara chakra, and all through consciousness. So for Hindus, it's more a concept of recognisig a being that is just always there, permeating, much like gravity is. Secondly, He communicates through the temple or the living Satguru.
For actual day to day ideas, He communicates in two ways primarily, directly though insight or intuition, called the superconscious mind, or God's mind. So that portion of the human mind that is not clouded by ego, by attachment, by false thinking, etc. is God's mind. We are part of His creation, and extension.
I hope this helps you, but I don't have high hopes given the length and nature of this discussion at present. But yes, that's the essential view of the monistic Saiva Siddhanta school within the vast religion today known as Hinduism. Many sects within Hinduism and outside of Hinduism will see it differently. Unlike many, we don't see our view as being right for humanity, just right for us.
What's the difference between the God you believe in and the one we believe in? Isn't it just in expression but the same God?