You can only send and receive DealMail messages to or from members you are connected with. To send a mesage, go to Connect in your dashboard and click on Your Connections to view your connections. Click on the member you'd like to message and then click on the green Send Message bar.
To see DealMail messages you have sent or received, go to Messages on your dashboard and click on DealMail. You can respond to conversations and manage your DealMail from this page.