We could say, “Yes”—we are developing a relationship with the triune God, the one God who exists eternally as Father, Son, and Holy Spirit. All three Persons of the Trinity are involved in our relationship with God.
Jesus says that He is bringing us the Father’s Word and that He is leading us to the Father and, therefore, Jesus has a crucial mediatorial function. He is the One whom we know in the first place. In a profound sense, He leads us to the Father in the power of the Holy Spirit.
I always say that the Holy Spirit is the modest member of the Trinity because He does not draw attention to Himself. However, His role is crucial as He works in our hearts, opens our eyes, and helps us to hear. The Holy Spirit works in us, particularly through the Word, to better understand who Jesus is and what He has done to reconcile us with the Father, to teach us about the Father, and to lead us to the Father.