Havent figured out the private message but I think it is an option after you have been a member for a certain length of time.
If you want to reply publicly to a message just make sure you are logged in and use the reply button over there to the right lower...
One way is to reply to a specific post within the thread. To do this, just click on the lower right button that says Reply. It will quote the post that you are answering and allow you to type your response. To post it to the forum, click "Post reply".
Another way to post is to just scroll toward the bottom of the page of the thread you are reading and you will see a box for typing your thoughts. It says "write your reply" in light gray letters. Click on it. Start typing and hit "Post reply" when you're done.
There's also a way of quoting multiple posts within your own post but for now, those two should work for you 99% of the time.