Instructions
Launch "StarCraft 2" and sign into your Battle.net account.
Click "Multiplayer" at the top left. Find the person you wish to PM by clicking "Friends List," if you added the person as a friend. If you wish to PM a person in one of the chat channels, click "Chat Channels" and select the channel you wish to enter.
Right-click the person's name. Click "Chat." Type your desired message and press "Enter." You can minus the PM box by clicking the "-" button. A "(1)" will appear in the minimized box when the person responds.
Type "/w [player's name]" if you wish to send someone a private message while in a game.