If you are familiar with Facebook's Conversation tool, you already know how to use this feature.

At the bottom of the page, on the Right Hand Side is the closed tool bar titled "Conversations"

conv tool closed
After you click it, you will see all the other people you are connected with. 

If you want to start a conversation with anyone else, you MUST firs connect with them.

Once you click on the person, the conversation handler will display.  Start typing a the bottom.

That easy!

conv tool open