I guess the short answer to this is "sometimes".
I've only heard actors talk to the audience after a show if either a)it's during the annual Broadway Cares/Equity Fights Aids fundraising drive, when they talk to the audience after the curtain call and offer various (usually signed) items in exchange for donations; or b) if it's a special "talkback" performance like the one they were doing at "Chicago" on Tuesday nights (not sure if that's still going on?) I believe "Chorus Line" was also doing something like this for a while, and I think XM/Sirius radio does "talkbacks" for its programming.
I think it's safe to say that of all of the shows performing on Broadway on any given night, most are probably *not* doing talkbacks, but a few may be. If you're interested in finding out if one is scheduled for a particular show, it's probably best to call the box office. Correct me if I'm wrong about any of this, folks!
Maggie-the-schnoodle