I don't think we have such a concept in lemmy.
I can follow my lemmy user from mastodon (actually pleroma) but if I try to send a DM from there, nothing came to my lemmy attention.
There definitely is a DM system in Lemmy. From the website, if you click on a user there's a "Send Message" option, and your notifications has a Messages section. I just don't think it's implemented in Jerboa.
oh, cool... you're right.
i thought wrong because i tried to send a message from pleroma and from mastodon to @[email protected] and didn't get anywhere.
maybe it works just between lemmy accounts, across the many instance.