Click + in the top left of the screen and select Start a Chat (Figure 1):
Figure 1 Start A Chat
Type the name of a person you want to chat with then tap on their name. Repeat this step to add more people. Click Create and type your message. (Figure 2):
Figure 2 Direct Chat
Press Enter to send it.
You can also search for someone using the Search bar. Hover over their name, and click the Chat button. Type your message and press Enter to send it.