The Buddy list still works more or less the same way - if you click on Quick Links and then Open Buddy List, you can either click on one name, provided you have added some members to it (click the round icon) or choose up to 5 names to send a PM to. You check the 5 names in the boxes to the right and they'll all get it.

When you have the Buddy List open, you can also see who of your Buddies are online, there will be a green botton next to their name.