Sending a private message to your colleagues is simple. Once a member is your colleague, you'll see a Send Message link on their profile, below their profile image. If you click that link, you'll be brought to the messaging application, where you fill in the subject and body of your message and send it.
You can also just go directly to your dashboard and select the Send Private Message link on the left of the page. Once there, you'll notice a link for your Address Book. By clicking on this link, you'll be able to choose those colleagues you wish to message.
NOTE: You will only be able to send a private message to your colleagues, unless you're a BiggerPockets PRO member. PRO accounts allow members to contact others they may not be colleagues with, however, sending solicitations to anyone on the site without their permission is grounds for a PM System ban.