You would use plugins. If you want it to send a welcome message you would use a hook like register_addmember_complete. Then when the user finishes registering it would call up the code you just put in the plugin. So if you put that code for the private message in there it would send the message when they finished.
You should set up a test board so that it is on a password protected directory. This way you can do all your testing there and not worry about breaking your live site.
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