Very good questions Wan.
You can connect third party chat softwares into Tribe communities. This way, you as a community management team member, can sent and receive message from your regular community members (just like the support chat Tribe has on your portal). You need to go to Admin Panel> Theme> Advanced Setting> add the code to the "Code added to the end of <body> tag" section.
What code to add? the same thing that you have added to your website to connect the chat software to your website. Or you can ask about this info from the chat software company.
If you are asking about the ability to send private messages to to members of the community, please check out our answer here: https://community.tribe.so/question/5c534b49d3f0c161fc87a2d18