A new feature allows users to disable receiving private messages (PMs), with the setting located under ‘interface’. Staff members, including admins and moderators, can still send PMs to users regardless of their preferences. The feature can be configured by groups via the ‘personal message enabled groups’ setting. Some users had difficulty finding the option, with clarification provided on its location and functionality. jomaxro announced the change, downey asked about admin overrides, vinothkannans confirmed staff permissions, and JammyDodger explained the group-based configuration, while satonotdead sought clarification and later acknowledged the explanation.
Users now are are able to choose individually if they wish to receive PMs:
https://github.com/discourse/discourse/commit/22ba70fb01899ad96c933c86a7a9a651c7abd66a
Staff users are exempt from this setting, they can PM users regardless of the setting.
The setting is under “interface”:
Nice. Can admins (and/or moderators?) over-ride this feature to message users if necessary?
If I’m not mistaken, staff (admin & moderators) are allowed to send PMs to all users regardless of the user preference. @tgxworld would need to confirm.
Yes. Staffs can send PM to anyone.
I updated the OP, thanks Vinoth!
What can be wrong if I can’t found that option on my instance? I tried similar words but we still can’t disable PMs 
It can be possible to enable PMs only from specific group?
The setting has recently been changed to personal message enabled groups so you can enable them for whichever groups you fancy. 
(Though I may have got this mixed up with the question you asked in chat https://meta.discourse.org/chat/c/-/129/17116, which may not be what you’re asking here. )
Thanks! My bad, I missed what ‘groups’ means when looking for ‘enable or disable PMs’ like a bot.
Tried to search that chat-post from search but no results! Please remove duplicates if need 
