Messages can be seen on the project dashboard. These random comms live under the message board as they don't specifically relate to a phase or task in your project journey and it keeps things off email!
If your message pertains to a specific task it should be in the discussion on that task.

Hit 'New Message'

Give your message an explanatory title
Fill out the text editor and add any relevant files
Check the right people will be notified (hit 'edit' to change who is notified)