Friends are people on VFK that are on your friends list. Your friends list is viewed by clicking the envelope at the bottom of your screen. To make a friend, click on the person you want to be friends with. Then click the "Ask to be a Friend" button. The person you asked can accept or reject your request, much like a trade request.
Messaging with friends is simple. Go to your friends list, select a friend, and click the "Message" button. Type your subject and message, edit the text, then click "send." A message will pop up confirming your sent message.