By using send option you can do so by adding photos in it.......... or go to your friends wall in share column there is a photo option available, you can use that too! tag your friend in the picture.
There are 2 ways (one's just a short cut). Hover over the Inbox link at the top of the page. Two things will show up, "View Message Inbox" and "Compose New Messge". You can click on Compose and a box...