Usually conversations are created automatically when a student joins your group. Sometimes you may want to create a new conversation with a student (or students) in your group.
To create a new conversation, click the "+" icon next to "Conversations":
You'll see the "Start a New Conversation" box appear to the right. You can add as many people as you like to a conversation, but they must have joined the group already. You can search for a name (#1 in the screenshot below) or click on a name from the list (#2 in the screenshot):
If you've added multiple people to the conversation, you can rename the conversation (#1 in the screenshot below). When you've added everyone you want, click "Start Conversation" (#2 in screenshot):
That's all there is to it! The new conversation will now show up in your sidebar.
To see how to add more people to an existing conversation, click here.