Your messages are divided into general and jobs-related types. You will always receive email notifications about job-related messages.
All general messages can be found in your general inbox, the envelope icon right next to your profile picture in the upper right corner:
For all job-related messages, you can find them on your My Jobs page, in the Open Roles section.
Here's a look at the My Jobs page, Open Roles, where you'll see who has responded to your job post:
Clicking on the Job Name (the name you've given this job, to the left of the applicants), and you'll see more details about the Creatives who have applied and the ones who you've reached out to:
Here's what your Message History with an individual Creative applicant looks like: