There are two ways to send a direct message to another user.
Direct from the User's profile
Go to the User's profile
Tap on the Message button below the user's profile photo
Press and Hold the microphone button in the bottom right corner
Press the clip button if you want to attach an audio file
From Chat search
Tap on the icon in the top right of the Home screen
Press on the Search field and write the user name
Press and Hold the microphone button in the bottom right corner
Press the clip button if you want to attach an audio file