The only way to Private Message someone is when you have a Supporter account (paying $20.99 per month), this allows you to Private Message anyone on the site in any room that you can enter.  Otherwise its only Broadcasters, Moderators and Supporters who can initiate a Private Message with you.

To start broadcasting yourself with your own webcam, there is a link at the top of Chaturbate:  BROADCAST YOURSELF

Clicking on this link will take you to the broadcast page, once on this page you should be able to see yourself with the webcam.  Then you click on Start Broadcasting