You can create a group to send messages to by going to the contacts page.
1) Click on the sub tab "Groups".
2) Click on the "Create" button.
3) Next you will be prompted to name the group and select the contacts who should be in this group.
4) Click "Save" to create the group.
The group will now be listed in the groups section in the "Contacts" page and available in to send messages to in the "Messages" page.