Messaging In-Game
You can use the command like this: /msg <player> <message>
The player must be online when you message them and they must not have their messages disabled.
If you receive a message, you can use /r <message> to send a message to the last person you received a message from. However, if you are getting multiple messages at once I'd recommend using the first command
Messaging via Forums
If you click on the image of any person who sends a message, it'll come up as a small pop-up on your screen. From here, press the button labelled 'Start a Conversation' to send them a private message. Multiple people can be added to the same conversation if necessary.
Alternatively, if you visit their full profile with all their information you will have to go to the tab labelled 'Information' and click on the 'Start a Conversation' button from there
Messaging via TeamSpeak
Join the person's channel and use either chat, right click their name on the server and click 'Poke' to send an urgent message or 'Open Text Chat' to send an easier private message.
Hope this helps!