How does Beckett communicate directly to the audience through the characters in Waiting for Godot?
In every absurdist play, the audience is an intrinsic part of the plot because it is, by context, "within" the play with the characters. This tendency is one of the many unique qualities that pertain to the theater of the absurd. It is implied that the audience "is" there with Vladimir and Estragon as witnesses to their follies and questions of life. This is because we, as the audience, also question life, existence, and the validity of both. You will find that, in a live absurdist presentation, the characters will come in and out of the scene and either sit with the audience, come from behind them, or use the audience as a prop which they can choose to ignore altogether. Moreover, the dialogue among the main characters is meant to confuse the audience so that the audience can turn more introspective. This is what is known as "cathartic communication" in absurdist plays, where language no longer can provide a direct conduit of communication, due to its rampant and disparate nature.
This is quite evident in Vladimir rambles, and in seeing the absolutely cruel dynamics between Pozzo and Lucky. We also find cathartic communication in the question of whether "the boy" is happy working for Godot, as well as in the audience's discovery that Godot actually beats up the boy's brother, "who tends Godot's sheep" while spares the boy, "who tends Godot's goats". Every phrase expressed in absurdist theater provokes a thought, and each statement causes a question.
All these epiphanies bring together the communication that Beckett, as well as every absurdist playwright, aim to have with an audience who is meant to live vicariously through their experiences.
Only want to add a personal experience I had when I saw Godot in San Francisco during the 60's -- the definitive production that went to San Quentin Prison. After the last lines,"Let's go, Didi. Yes, let's go," the actors remained on stage for fully five minutes, and the audience sat silently, feeling along with the characters what "waiting" for something felt like. It was, as herappleness states, a cathartic epiphany for every single audence member.