Our professor does not make any effort to engage with us I don't know if this question is appropriate for this site, nevertheless, I will do my best to explain the situation. And I'm sorry if the title does not fit the question very well. 

The thing is, one of our professors does not basically make any effort to engage with us in any way. 

All his lectures look the same: he literally just reads his own lecture notes. And that's all. Well, he does scribble a few things on the blackboard, but basically, everything boils down to him reading his notes in a thorougly monotone voice for two to three hours. 

He does not care whether we listen or not, nor whether we understand or not. When somebody tried to most politely suggest him that maybe it's not the most efficient method of teaching, he dismissed it, saying "that's how it works at the university". 

None of our other lecturers do the same. They encourage us to take part in various activities related to their subjects, use different methods of presentation, but generally - they make an effort to actually teach us and (make us understand) maths, physics etc. The situation is especially dissatisfactory, as most of my group are really interested in the subject he teaches and his way of "teaching" is particularly discouraging for most of us. 

My question is: is there any way we could - at least - try to change things a bit? I mean, make him actually teach us, not just come to class, read lecture notes and walk out? How should we approach this issue?
Given that you've described the other lecturers at your uni as being engaged, I would contact one or two of them and tell them the situation. They would know your local context and have advice on what to do.

At a given university there will be somebody whose job it is to supervise the teaching of the faculty. At larger universities a given department will, for example, have a Associate Head of Undergrad Affairs (or some similar title) who would be the appropriate person to bring the issue up with. The lecturers will be able to point you to that person, or may be willing to talk to your lecturer directly about their teaching.