Well its really easy. There are several ways to do this, Im going to use discuss one of the easiest.
Imagine you are reading a post, and you want to PM the person. At the bottom of their post you will see a button that says PM

When you click on that it will take you to the message section and the person's name is already filled in the box. All you do is type in a subject and then type your message and hit send!! The person will be notified they have a message by email, if they chose that option or they will see they have messages next time they log in the board by checking the message indicator at the top right of the board under the banner.

You can also click that message link to send a message anytime, you will just have click Compose New Message link and it will take you to the blank form page, where you fill in the username, subject line and your message