All you have to do for PMs is click on the arrow by "Quick Links" and it gives you a number of options. One of those is PMs which will take you to your Inbox and then it is pretty much like MF or if you have a new message click on that in the upper corner of the screen with your profile.
You made it here rather quickly. Since MT merged with g2anime not everyone has transitioned over, yet and then we still have some people who won't leave MF. Just join the Nexus SG and introduce yourself to begin with.