If they are in a game and you are in the lobby
1. Go to your friends list
2. Right Click on the friend's name that you want to talk to and click Send Message
3. A chatbox will appear at the bottom on the screen, here you can type your message to the person in game, for all future messages, you can type into this box
(Sorry if I was over simplistic, but hopefully everyone will be able to understand that.
*There may be a way to message a person who is not your friend, but I am uncertain regarding that
If you want to respond to a message that a friend sent you while you are in a game
1. Type /r in your chatbox
2. This will ready you to send a reply whisper to the last person who whispered to you, their name will be in quotations
3. simply type your message after hitting /r and a whisper should be sent
4. Note: if you want to message somebody else who was not the last person to whisper to you simply type their name (and erasing the other persons name) in the quotations after you type /r
Again sorry if I was overly simplistic, I just want to make sure everyone can understand this.