Is PM function working?

I thought all I have to do is click on someone's name on one of their posts. What am I doing wrong?

Click on the word "messages" on the right top. When new page opens click on the pencil icon and start message

We're adding a link on their profile soon.

But, it doesn't seem to send the person an email when they receive a PM, nor does it mark PMs as read once they're read.