Inbox Messages
The idea of using Canvas is to keep everything in one place. Inbox messages is the same, all messaging in one location.
Inbox messages is very similar to email, check the video below that will detail how to use it.
There are a number of schools that only use Inbox to communicate with their kids. This way you have all course information in one spot, no jumping to Gmail and back to your course.
The video below will explain a number of things, for more information please refer to the Canvas guides. Links to an external site.