Members may see a "messages waiting" lamp/light/indicator/notification in the top right of their account but when they click it, they have no messages.
This is because early in the implementation of BNI University, some messages were sent that weren't filtered specifically to the BNIU "Academy".
The messages are an unfiltered view of the inbox. In order to see the messages, switch to My Schoox on their toolbar, then check the inbox again. Here is a quick video showing how to access those messages: https://www.screencast.com/t/QhNJhsFiSj