Firstly, you'll need a database table to hold the messages. The table needs to know who sent it, who's receiving it, what the subject is, what the message is, and any other features you'd like (like whether it has been read, replied, etc...).
Then you need scripts and forms to modify this table. The admin needs a form/script to add a new message to the table, the users need a script to pull messages sent to them from that table (and delete, etc..).
That is the basic idea of a basic message system... it should be enough to get you started in the coding.