You can create a message in any of the following ways:
Use the Message tool (or, in a sequence diagram, the Self Message, Procedure Call Message, or Self Call Message tool) in the diagram Palette
Select to access the List of Messages, and click the Add a Row tool
Right-click the model or package in the Browser, and select
Open the property sheet of an instance link (in a communication diagram), click the Messages tab, and click the Create a New Message tool.
For general information about creating objects, see the Objects chapter in the Core Features Guide.