No, Windows makes this pretty difficult.  And since Windows typically allows multiple simultaneous logons, it's hard to even know which interactive session you want to talk to.  What exactly are you trying to do?

To clarify, the typical way that Windows desktop applications communicate with each other - posting messages to windows - is totally constrained to a single session.  There are many other IPC methods possible, from pipes and sockets to ad hoc things like files in a shared location.