There are several steps to creating the perfect in-app message. Start here, and then follow the steps in order, in these articles.
After you create your in-app message, go here to see how to send it.
Go to Marketing Activities.
Right-click a program and select New Local Asset.
Select In-App Message.
Enter a name for the in-app message, provide an optional description, and click Create.
The program name is automatically displayed in the drop-down, but you can select a different one.
Next, choose a layout for your in-app message.