In order to view all the messages that you have received, go to your "Inbox" at the top of the page.
You can then click on "view" to the right of each message to read and reply to them.
When you are in your inbox on the site, you will also see a 'Sent Items' link to the right hand side. Just click on this to view the messages that you have sent to other members.
I hope this has been of help.