The create new message button (found beside the filter button) allows you to create a new message, allowing you to either send a direct message or a group message.

Direct message - Takes you to the selected contact’s conversation tab, allowing you to select your preferred connected and available message platform to start a new message thread with the contact.

Group message - Allows you to start an SMS group chat with up to 10 selected contacts. This group chat will allow all members to see your message, as well as all members to see replies from other members of the group message.