How to send a VM:
Step 1.) Go to the other persons profile.
Step 2.) Click on the empty text box.
Step 3.) Say whatever.
Step 4.) If you are expecting one, wait for a reply. The reply will most likely by on your profile. You will get a notification for it saying, "New Visitor Message".
Step 5.) Once read, click on the persons' username and leave another VM as a reply, if you are replying.
That should do it! If you are confused of anything, just tell me!
Just to add to what the others have said, people usually send VMs to send short messages to people to get their attention without filling up your / their inbox. Just be careful because anyone can see it. If you want to send a longer message or don't want it to be public, then you should use a private message (PM).