To write a short message or comment to a donor that has given directly to your live project, sign into your account and click on the title of the project that has been funded.
Once on your project page, you'll see a blue "Thank this donor" beneath every donor who has supported your project. Click the button to open a text box, where you can type your message to that specific donor. You can preview your comment, then publish it to your project page.
Remember: writing this message is optional (but appreciated!) and is different from the thank-you note, which is part of the confirmation process and mandatory if you wish to accept the funding for a fully funded project.