[ Ventus is just like super cheesy to the max...sorry Keith. ]

Yeah, they can!

...We can't really understand what exactly they're saying when they're talking to other Pokemon, or honestly trying to talk to us, unless they've got telepathic powers that they're able to communicate with. At least that's been my experience so far.

[ ... ]

So, if you gave yours a name, they'll respond to it when you call them by it -- things like that.