Hi.
Prefabs can not communicate directly to scene objects
if you drag in a prefab manually you can drag/drop the scene object to reference into the actions (or use a variable and drop it in there, wich would be a better way to do so) withing the scene.
you will need to do this every time you drag an object from the project window to the hierarchy.
if prefabs are created @ runtime, they need to get a reference 1st to that object.
There are a few ways to do so.
Find game objects would be the easiest but not performance efficient especially if you would use many objects.
another way you can do is :
When creating the object, store it into a variable, then use "Set Fsm Game Object"
Target the created object and set the object you want to communicate with.
Maybe this video can help a bit :