where do I find PMs that I have sent or received?

Upper right hand corner, there's a yellow bar, click INBOX

Sent PMs you'd see if you selected the check box to save them to your outbox.

found it.. so you have to be in the forums to get to it?

Well, if you're in the main homepage, you can hover over FORUMS and the drop down will give you access from there.

I go straight to the forum home page, I don't bother with the landing page, and any new PM's are at the top above new messages in subscribed threads