PMs are called Conversations on this Board. Probably the easiest way to do that is to click on the person's avatar and at about the middle of the pop up screen you will see Start a Conversation right after Profile Page. Click on that and you'll get the window to type a message. You can have a Conversation with several people at the same time by typing in their screen names--there's a predictive type feature so once you start typing you should have a list of names to choose from, too.
Oh! It's not as mysterious as I thought Thanks lol