Using course tools>>Collaboration tools>>Chat
You can send and receive private messages during a Chat session. Students can also send and receive private messages if you allow this during the session. All participants have the option of answering private questions either privately or publicly. Private messages are neither recorded nor archived, and can be viewed by the message recipient only.
To send a private message:
Select the name of the person to whom you want to send the private message.
Click Private Message.
Type a message.
Click Send.