Click + in the top left of the screen and select Direct Chat (Figure 1):
Figure 1 Start a Direct 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 Add members to create a Direct Chat
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.
Note: You must be connected with the external user before you can chat with them.