Hey Paul,
if you are using your phone (mobile site) then you need to click on the icon with the three horizontal bars in the upper right corner. That will give you a pop up menu which, at the top, includes a mail icon (looks like an envelope). That gets you to your messages. On the full site, the same icon is in the top right menu bar and likewise takes you there. If you have a PM you haven't read yet and you are logged into the site (full or mobile) you should see a red number above the relevant icon to let you know something new is there. Just keep clicking on the icons with the red indicator and you should get there.
As to the more general question, the site is built on a standard forum template so I can see if I can find a useful guide for It and post it somewhere obvious. One of our great admins may be able to point t you to it in the meantime @TheClark @Chief