There are two ways to create a message. You will either want to create an entirely new message, or you will want to reply - or 'follow up' as it is called - to a message already posted. (To be accurate, 'following up' refers to sending a message to the newsgroup, where as 'Reply' means to reply via email to that person only).
To create a new message, select the newsgroup you wish to post to, then select 'Post New Message' from the Messages menu (if you wish to crosspost to several newsgroups, then select one of the newsgroups, and you can add the rest when writing the message). To follow up to a message, either select the message and select 'Followup Message' from the Messages window, or select the 'Followup' button on the View window.
The Write window now appears. If following up a message, the message is automatically inserted and quoted (ie, the '> 's are inserted), and an attribution line inserted ('On some-date, so-and-so wrote:'.
See the Write window page for a detailed explanation of all the options here (including how to send attachments), but the general idea is you type your message, and then hit 'Send to Queue' when you are finished to place the message in your 'outgoing' folder. Postpone means the message is placed in 'outgoing', but it won't be sent when you select 'Send News' (postponed messages are denoted with a 'H' next to the in the message list - 'H' for 'Held':) And Cancel cancels the message entirely.
To send the (non-postponed) messages that are in outgoing, go online and select 'Send News' from the Project menu. The messages are then moved across to your 'sent' folder.
You can also edit messages, simply select a message in your outgoing or sent folder, and select 'Edit Message' from the Messages menu. A few things to note: If you select Cancel here, only the changes you made are lost, the original message remains intact. If you edit a message in outgoing, when selecting 'Send to Queue' or 'Postpone', the original message is overwritten with the edited version. When editing a message in sent, the original message is not overwritten (after all, it has already been sent!) and the edited version is placed in outgoing (so in fact, here it can be used to resend a message).