As we know …when saka had dilogue with buddha… and other gods to who have dilogue with buddha …have personally listen dhamma…is it possible if someone gain power to talk with this Gods and can learn dhamma from them???
Pa auk did mention that …some gods have jhana consciousness and u can know it if u develop concentration…
It would be really nice to hear the dhamma from those devas. But, I don’t think they are eager to meet us anytime soon.
I wonder, do they test us humans from time to time? 
This is possible yes. If one develops abhinna powers one can possibly visit and talk to devas like Sakka. Although if one had that ability, theres a good chance they woudlnt actually need to learn the Dhamma from devas since they can probably also penetrate the Dhamma themselves.
If u can develop concentration then u can …