Using the website, there is a link up near your name in the top-right corner that reads:
[url=http://www.forestriverforums.com/forums/private.php]Private Messages[/b]: Unread X, Total X.
On the app, there should be a icon for it at the bottom. Otherwise, you might have to click the "... More" icon.
You can also click this link:
http://www.forestriverforums.com/forums/private.php