How do I view my messages? I get email notifications for for a message from "user" but I cannot find the messages on the website.

As far as I know you can get messages in two main ways -- as a message under the "Trade & Market" section (in Messages, Trading or My Orders), or as a direct message to your e-mail. I believe that the direct messages are sent by looking at a person's profile and selecting "Send forum e-mail" and that those only exist as e-mails and not any place in the DeckBox interface.