You can create a new message using the Create command from the message section main menu. The BBS then prompts you for who the message is to be sent to, whether it is private, the subject of the message, and the message body. Once all of this information has been entered, you use the OK or Cancel commands to accept or discard the message you've created.
A short-cut to creating a message is to use the Reply command (see the next help section).
Any message can have a file attached to it. These files are uploaded at message creation time (see the help section on uploading files).