Hi never a jw and Welcome.
What's a PM.
Stands for "Personal Message" on this Discusson Forum.
In the upper right corner of this website when you login beside your username you will see an 'envelope' icon. Click on that. As Oz said, you get an error on this site trying to read the message on the first try. So you click on the message listed, get the error, then you need to hit either the Back button/arrow on your web browser or Retry/Reload and then click on the message a second time. You usually get into the message on the second try.
I sure hope you can open your children's eyes but it will take time and patience. My advice to you would be to give them positive experiences in the real world to show them that the JWs are not always correct about how evil the world is.