The ClassDev forum allows members to send messages to each other and communicate in private. Nobody except you and the other member can see these messages. The only time they are not private is if you or the other member are reported to the moderation team.
To send a direct message to any user, you will need to visit their profile, and click on the message icon. Direct messages supports and can contain the same formatting as regular posts, and supports sending files as a message.
If you have already messaged them before, you can access these by accessing your Dashboard and clicking the 'Messages' link. The last message timestamp will appear beside the name of the user you messaged.