The message page for your group is the URL of the group with /posts/all on the end.
Here is an example using the Freecycle Sample Group: https://groups.freecycle.org/group/SampleGroup/posts/all
The messages page for your group is the URL of the home page with /messages on the end.
For example for the FreecycleEdinburgh group it's http://groups.yahoo.com/group/FreecycleEdinburgh/messages .
That page shows you the most recent posts to the group. You can also go back to see older posts by using Yahoo's links.