Dear Michael:

In accord with the doctrine of the Communion of the Saints, "the communion of saints is the spiritual solidarity which binds together the faithful on earth, the souls in purgatory, and the saints in heaven in the organic unity of the same mystical body under Christ its head, and in a constant interchange of supernatural offices" (Catholic Encyclopedia).

Since the Body of Christ is whole (which means one part of His body is not paralyzed from another part of His body), there is a communication and knowledge between those saints in heaven, in purgatory, and on earth.

Thus, it is safe to assume that those in purgatory are aware of our prayers for them. They may also pray for us. We are all one family and a family prays for each other.

Again from the Catholic Encyclopedia:

Repeatedly St. Paul speaks of the one body whose head is Christ (Colossians 1:18), whose energizing principle is charity (Ephesians 4:16), whose members are the saints, not only of this world, but also of the world to come (Ephesians 1:20; Hebrews 12:22). In that communion there is no loss of individuality, yet such an interdependence that the saints are "members one of another" (Romans 12:5), not only sharing the same blessings (1 Corinthians 12:13) and exchanging good offices (ibid., xii, 25) and prayers (Ephesians 6:18), but also partaking of the same corporate life, for "the whole body . . . by what every joint supplieth . . . maketh increase . . . unto the edifying of itself in charity" (Ephesians 4:16). 

God Bless,
Bro. Ignatius Mary