A teacher can send a message to course participants as follows:

Step 1: Go to the Participants page.

Step 2:  Tick the Firstname/Surname check box to whom you would like to send your message.

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Step 3: At the bottom of the page choose "Add/send message" from the "With selected users..." drop-down menu.

Step 4: Type your message. Assuming you are satisfied with the message, click the "Send" button.