Admin-user DM plugin allows the admin to send direct messages to any site members from the admin side. Users will have their own inbox provided automatically by the plugin to view admin messages.
After you installed and activated the plugin. Go to Users > User DMs. Select your desired recipient/s. It could be to all users, by roles and a specific user.
The plugin creates a Messages page for you with the [aud-display-dm-page] shortcode. If you want to show direct messages in a separate page just paste this shortcode in the content area.