As said you need to subscribe to post for sale threads.
Also, regarding PM's there are two methods
1. when in a thread, if you see a person you want to PM click on their name next to their avatar and click 'private message'
2. at the top of the page, click on 'notifications' and click 'inbox'. once there, on the left hand side under the 'my messages' box there is a 'send new message.' Then just type in the name of the person