Yep, click their username then a drop-down menu will appear. Click "private message" and there you go.
OR
click "notifications" at the top right corner of your screen. A drop-down menu will appear, click "inbox."
Then when the new page loads, click "send new message" which can be found on the left side of your screen. Once that page loads, type in the person's username in the recipient box and there you go.