Tells will just show up in the chat box, and with the default chat setup, the right-most tab will show only tells, in case it's been buried among other messages in the main window.
If you mean mail messages, they'll show up at a banker under Parcel Post; auction sales/purchases are claimed from the appropriate tab at the auctioneer.
I'd recommend checking out my guide series. It has lots of info on how to do all the basic funcationality of Tera. I am still adding, but it's a good start. Here's a video to answer your question: