You can create a direct message(DM) to another user on the same sever to communicate and share files privately.
1 on 1 direct messages exist between just two users and no other user can join.
You can start a direct message with other users from anywhere when you open their profile and click on the Direct Message button.
Creating Direct Message from Top Menu
To create a direct message from the top menu:
Click on the create icon on the menu and select Direct Message
You are then prompted to select the user you wish to open the message with. Select the user and hit Create
A new channel of direct communication is opened with the user and you can now communicate privately.
Creating a Direct Message from a Channel or Team
Say you are in the same team, channel, discussion or thread with other users and you want to open a direct 1:1 message with someone, you can do that following these steps.
Click on the users icon by the top right of the said channel and a list of all the users is seen
Click on the user you want to open a message with them and their profile is opened. Click on the Direct Message icon below their profile and a direct message is opened.