See all client messages from your Dashboard
From your Dashboard, look for the envelope at the top of your main navigation bar. When there's a blue dot on the envelope, it means you have unread messages.
From there, you'll be taken to your messages screen, where you can see all read and unread messages. Click on a message to read it.
See an individual client's messages from their contact record
To only review messages for an individual client, first find their contact record. Look for the envelope in top left corner and click on it to see all messages between you and that particular client.