When you write a new message the default is to deliver it immediately, but it is also possible to hold messages for automatic delivery at the start of the next turn. Normally, you can only write messages to other players you have met in the game and whose player handle you know; but it is also possible to deliver a message to everyone in the game at once, regardless of whether you have met them yet in-game or not.
From the RSW client, click on the "Messages" tab to access the messages for a particular game. If you are playing a multi-position game, there will be a separate page for each position you are playing, selectable with the tabs on the left.
The default message list is "Received and Sent Messages". This includes messages sent by you, as well as messages received by you, together in the same list. You may also switch the message list to "Held Messages", which shows messages that have not yet been delivered, but are being held for automatic delivery at the start of the next turn.
From the web interface, you can access the list of received and sent messages from the navigation links at the top of the page. Messages that are held for delivery will appear within your order list, in the yellow text block on the main game page.
There is no mechanism for deleting messages. All messages are saved for the duration of the game.
This magic is possible because the RSW server creates a special email address for each player in the game, and inserts this email address in the To: and From: fields of the email messages it forwards to you. When you reply to one of these forwarded emails, the message is received by the RSW server, which will strip out your actual email address and replace it with your special RSW email address, and then send it on to the intended recipients.
In this way you can carry on a dialog via email with as many players as you wish, while keeping your true identity hidden for as long as you care to. (Of course, you are free to reveal your actual email address or other contact information if you choose.)
Note: Be sure you disable any automatic "signature" or any other self-identifying features of your email software, if you intend to remain anonymous! RSW will not strip out any part of the message text itself; all it can do is remove your email address from the headers.