On the far right at the top of the page, if you are logged in, you will see your username. Next to this you will see Notifications dropdown along with a total of any unread messages in your inbox. You can click on this link to be taken directly to your inbox. You may also click on the "Private Messages" link near the top left purple bar. Both options will direct you to your inbox.
At the top left column you will find "My Messages." You can select to view your inbox, sent messages, or various folders that you set up. To send a new message, simply click on Send New Message, enter the recipient's username in the appropriate box and you're all set.
Alternatively, to send a message while on the boards, you can click on any member's username to be taken directly to their profile or select the option "Send Private Message" from the dropdown. It will automatically fill in their username for you.