It all depends on what device you're using to log onto Facebook.
If you're using a mobile, then, as already suggested, you're going to have to install Messenger; whereas if you're using a laptop, you should already be able to see your contacts down the right hand side of the screen.
.... yea forgot about that - just wanted to point out that they may, or may not, need to install Messenger - it'll depend on what device they're using to log on.