John Gill Commentary Exodus 20:22

"And Jehovah said unto Moses, Thus thou shalt say unto the children of Israel, Ye yourselves have seen that I have talked with you from heaven." — Exodus 20:22 (ASV)

And the Lord said unto Moses
When Moses was come near the thick darkness where God was:

thus you shall say unto the children of Israel ;
at his return unto them, and which he was to deliver in the name of God, and as his words:

you have seen that I have talked with you from heaven ;
descending from heaven on Mount Sinai in a cloud and fire, he talked with them out of the cloud and fire, and delivered to them with an audible voice the above ten commands; the cloud and fire they saw with their eyes, and the words expressed from there they heard with their ears; or heaven may mean the air on the top of Sinai, from where Jehovah spoke.