If the user has messaging enabled (default) then you can send them a message. 

• Go to their profile and find the message icon on the screen.  
• Click on the icon and it will open the coversation screen between you and this account. 
• Then type your message and send it. You can also use the media icons to send media with it. 

You can also go to your Message center by clicking on the message icon in the top header from the main timeline screen. Then you can click on Active Conversations or go to your Contacts tab and locate the user you want to message. 

Note: Users are added to your Contacts when you follow someone