Step 1 : Go into the module.

Step 2 : Click "Participants" from the tabbed navigation.

Step 3 : Select participants from the list or use "Select all" checkbox at the top left of the list.

Step 4 : Choose "Send a message" from the "With selected users..." drop-down menu that located at the bottom of the page.

Step 5 : Enter the message and click "Send message to [x] people" button.

An alert will appear at the center top of the page to indicate that the message has been sent to the selected participant.