Hey Jeff,
usually you can just click the name of the person you want to send a message; you then see in his/her profile page a link called
PM: Send private message in the 'Contact section'.
There is also a more direct link called
contact in each post for the corresponding user, where you can choose different ways to contact someone (if the user provided such info) - but at least PM should be available.
In the end, you can also choose
'Compose message' in the 'private messages' section of your 'user control panel':
https://www.autohotkey.com/boards/ucp.php?i=ucp_pm&mode=compose.
But, I think you need at least 3 or 4 (by the admins) approved posts, before you will be allowed to send PMs (and do a few other things, afaik). That's probably why you don't see any possibility to send a PM - because there is none... for you. But it won't take long.
Reason is spam prevention... unfortunately, these measures have been proven necessary.