To send a pm, you go to the bar on top and find the words USER CP which stands for User Control Panel. Click on it. Then, on the left hand side you will a button for Send New Message - click on that - then once you have the format for messages - you enter the name of the person and prepare your message to send.
I'm not sure if there is somewhere you can find the explanations explained properly.
Once you are in the Control Panel, you will find all kinds of interesting things.