How to PM on reddit
Click on the user's name
If you wanted to PM to joe. Click on Joe's name to bring up Joe's profile page.
Click send message
On the top right of the profile page You'll see a link called "send message"
Type in and send your message
Just give your message a subject and some text and send away.
The message won't appear on any of the reddit boards. Instead that user will get a message in their inbox.