praying always with all prayer and supplication in the Spirit, being watchful to this end with all perseverance and supplication for all the saints. Ephesians 6:18 (AMPC)
Praying at all times means being in constant communication with God. This is possible because our spirit is joined with the Spirit of God, we are in union with Him and therefore we can always be in continual communication with God.
Pray at all times means talk to and listen to God at all times – good times, bad times; when you feel like, when you don’t feel like; When things are working out for you, when things do not seem to be working out for you.
Engage God, involve God in your life, in your affairs at all times. This is the essence of prayer.