Hi - you should be able to do so from the chat tab, by double clicking on the entry or command clicking and choosing "message user".
But they may have chosen to "unshare" and "ignore" you before you can respond, in which case you will not be able to reply to them. I have one of these messages set up, but allow people to respond so that I can reopen shares if the problem is fixed. Your experience with others will vary.
Best wishes.