Hey Sapat, if you look up near your Avatar and Nick at the top right of the forum, you should see the Envelope icon. If you have a PM, there will be a number showing. IOW, one PM will show the number "1". If there's 2, or more, it will show the number "2", or more.
Also, if you want to send someone a PM, you can also just click on the Envelope icon, click on "Start a new conversation" link, and then add that person's Nick in the Recipients field. Oh, and once you've sent, or received a PM, it will remain in a drop-down list when you click the Envelope icon for approximately 24 hours after you've sent or received it, so you can easily get back into the Conversation/PM. Otherwise, there's a link to "Show all" when you click on the Envelope icon as well. That way you can find older Conversations you can reactive when it's been more than a day or two since the last PM.
The same is true if someone "likes" one of your posts on the forum, as you'll see an appropriate number at the little Bell icon to the right of the Envelope icon.