There is a Shrine of Good and Evil (on a plateau south of the dwarven village, maybe, IIRC), but there is no need (or request) to pray. Save first, then talk to it. You will get +5 or -5 to one of your stats. This is picked randomly, though it may be influenced by your level or reputation. I saved, then re-loaded until I got +5 to strength. IIRC about 6 of 10 tries were positive.
There is no religious theme in the game, or forum. There are 3 holy items, 3 ceremonial artifacts, the Demon of Lies is chaos incarnate, but that is about it. Actually, for a role playing game where you are trying to save the world from evil, there is a decided lack of any kind of a moral or religious structure.
