There should be an inbox as the 2nd option in the 2nd row when you open the app.

Messages are composed by going Inbox->Sent->Menu key->Write.

 

I had this problem too but it must have been because the Facebook app that came with my phone was out of date. The version that came with my phone had a camera option instead of the inbox. When I downloaded it again from the Android Market this was replaced with the inbox.

You did, however, say that you downloaded it. Was this recently?

 

Amazing! I've been struggling with the old version for ages, never knew there was a new version because it never said there was an update available.

Wonder how many other of my applications have updates I don't know about............

 

Is this the Facebook for sense were talking about?