On startup of the application and also when a new Internal message is received, a pop-out notification can appear in the lower right corner of your screen.

The option to enable/disable this feature is in the Options section of the left-hand menu

When you receive a notification of a recently received message you can use the Quick Reply option to send a reply back to the originator.  If you are one of multiple recipients of the original message your reply will only go back to the sender - it will not be broadcast to the other recipients.