If you'd like to privately message another player while they're offline, then you'll have to use the platform you both are playing from. For example, if you play from Facebook, you will need to message them over Facebook. If you play from Game Center you will have to send them a message over Game Center, etc.
If you would like to send this player a message while they're online, there's a few ways you can do this. You can send them a private message in comms that only they can see (this will appear as a normal comms message in a different color that only they can see). To do that, type /pm [USER ID] then your message. Here is what it might look like:
/pm 1234567 Hello there!
You can also start a private group channel for them to join for a longer conversation. For instructions on how to create, join, or leave private channels, type /help into the comms window on the group chat tab.