My wife is a lucid dreamer, and once there was smoke in her dream and while dreaming she was worried that maybe there was a fire in "the real world", so she called me out loud asked if I smelled smoke... her voice came out strangely muffled, and her closed eyes were doing the REM thing, so I knew that she was dreaming. I told her that there was no smoke and she relaxed and continued dreaming.

So yes, we've had first hand experience that communication between a lucid dreamer and a waking person is possible.