The MANAGE_SERVER permission is require for these commands.
The Modmail process is simple, when typing !modmail in your server, your server will be added to the bot's database and will appear on the list when a user DMs the bot. DMing the bot the user will have the opportunity to select the server they would like to contact, each number corresponds to a server. Once they have selected a number the bot will create a channel in the selected server where a server admin can change the permissions of the category to who can view the modmail channels.
When replying to a user you would just type your message in the thread channel and it will automatically send to the user, no prefix is needed when sending messages. Please note that every message you send in that channel will be sent to the user in DMs and you will not be able to edit or delete the message. When a user DMs the server you will be able to see their status, thread count, server join date, account creation date and their roles in the server. As well as this info that is sent in a thread you are able to see the user's ID in the thread's topic in case you would like to ban the user if they are spamming. When replying to a user the bot will react with an envelope emoji to indicate the message was sent to the user successfully.