Thank you for asking, @Ruckusfan. I feel it’s true that when someone asks a question, someone else will be wondering the same thing, so it’s good you asked.
Also, normally I’d suggest searching the forums via the magnifying glass in the upper-right, but I see that “DM” is too short. 
You would have to know that DM = Direct Message, and hope that people in a topic would actually say that. But found one!
DMs here caught me by surprise, too. Someone sent me one saying, “Why didn’t you DM this other member in this case?” And I’m like, “We have DMs?” Lol.
I also still confuse DMs with regular posts, because they look very similar. To check/read your DMs, click on your profile icon in the upper-right:
Keep those questions coming, all!