You can indeed. You can send a direct message to a member by going onto their profile and selecting the message icon in the top right hand corner. This will open up the message page for that member.
You can also send a message to your numerous friends by going to your menu and selecting messages. You will then need to select the message icon in the top right hand corner of the page and choose the friends you wish to send the message to by ticking their profiles. Easy peasy.