Go to your Profile page ... Click on "more" (above your activity) ... Click on "Friends" (in the drop-down menu) ... Click on the avatar of the friend you want to PM ... (doing this will take you to their Profile Page)
Click on "Send Message" (under their avatar) ... (doing this takes you to "My Messages" page (your messages))
I'm not sure if you have to fill in the "Subject" box ... Type your message in the large box and click "send message." The only member/s that will receive the message is/are the ones that are checked.
P.S. There's more than likely an easier/better way, but I don't know it.
This post was edited by Benedict Arnold at July 12, 2018 5:09 AM MDT