On the Devices lists, you can select one or multiple devices and click the Send a message to the selected devices icon. A popup will open.

Populate the Message field, and optionally the Subject, and check the Expire this message after ... minutes check box if needed.

The message will appear on the selected devices, if they are online, as well as on your Setup > Messages tab.

When the issue is taken care of, you can click the Delete icon in the Actions menu.