Up above the ad banner there is a section with several links and controls, the first one on the second row should be User Control Panel. After clicking on that, you will be presented with a page with several tabs, the forth one being Private Messages. Clicking on that tab will give you access to your private message area, which includes your Inbox, Outbox, stored drafts, etc.
Any message you read in your Inbox should have a SendReply button visible while you are reading it. Clicking it will take you to the Compose Message page and should automatically fill out the field on who to send it to.
If you are creating your own private message from scratch with Compose Message, you will need to choose the forum member or members to send it to. The first field is the list of who to send to, and there are several ways to add to this. The first is to simply type in the persons forum name (for example, mine is Forum Support) and click the ADD. If you don't know the name (or don't know the exact spelling), you can add to it using the Find A Member button. This will bring up a separate window/page where you can search for names and mark check boxes for one or more names. Just click on the Select Marked button at the bottom right of that page to have the names added to your message.
Once you are done adding names, entering a subject, and entering your message, just click the Submit button to send it.
Lucky Mojo Forum Support