I set up the private messaging addon and message a user to test it and he replied but I didn't see his reply in the private messages I saw it in my email. Also, his message what that he could not post in the forum.
When you get a PM message, you can see it next to the search icon in the menu bar. You can just click on the link and see the message. It works on mobile devices as well as on the desktop.
Besides, you can see that you have a PM message, in the tooltip box. See the screenshot here:
For further support, please register and open a new support topic in the gVectors.com support forum. This is the wpForo support forum. Here we only support the issue related to the wpForo plugin core.