To exchange messages with server and other clients special window - Chat - should be opened. This can be done by checking Chat window item in SPM menu with a tick or by pressing button.
In the Connected Clients field of the Chat window all clients connected to the server are shown. In a Dialog history all messages you've send or received are displayed. The third field is used to write a message (send message field). If your message is predestinated to all clients, just push the enter to send it. If you want to send your message to some clients select them in Connected Clients field with a help of a mouse CTRL and Shift buttons, than press Enter. All messages that were sent appear in Message window of the server.