Near the top right of the page is a link to "My Profile", where you can see your sent and received messages.
Please post queries to the board rather than sending PMs, as no one can see them so you will be the only person helped. In general, staff members wont respond to PM requests that should be posted to the general forums, but that depends on the individual.
You can see your private messages by clicking where it says "My Profile" in the upper-right corner of the page -- i.e., here.
No, you should not use private messages to ask for help. Please Use the Forums, not Email or PMs. Private messages are for communication between friends, and for reporting problems or abuse to a moderator or sheriff. They should never be used to ask for Java help.
Well, you certainly "may", assuming the recipient has "accept private messages turned on". We can't STOP you. But even if you do, most folks will tell you what Andrew, Dave and Ernest just said. Post your question to the forum. That way, the answer helps everyone, not just you.
There are only two hard things in computer science: cache invalidation, naming things, and off-by-one errors