If you do not see an SMS icon anywhere:
1. Go to the applications screen, hit the Menu key and select Show all. It may just simply be hidden; if it is, scroll to it to highlight it, hit the Menu key and click Hide to uncheck it.
2. Open Messages > hit the Menu Key > click Options > then go to General Options ............ scroll down to SMS & Email Boxes ...... here you have 3 choices (Theme Controlled, Combined and Seperate) Choose Seperate (and Save) and return to your applications screen; you should now see an icon for SMS.
To select you can also hold down the left shift key and scroll the trackball to select the desired text.
You would benefit quite a bit to read Stinsonsdog's guide; found at the top of th Bold Forum. Bold Tips - Final Version Posted
Tons of great tips, etc.