I'm not sure how to activate the Private Messaging function for my website.

It's a kunena forum mainlymanly.com.au/forum, and i am using community builder for people to login.

In the Kunena / Forum Configeration/ Integration, i have selected 'Community Builder' for the private messaging option.

However, when a user clicks on the 'private messaging' line when they are logged in, it just goes to their profile page.

How do you activate the feature?
Is the only way to do it via the Connection functionality?