When a user makes a post and someone wants to reply to the post, the “Reply” arrow as you show above means you are replying to that particular person’s post. The other Reply button is to reply to the topic. To reply privately, you would send the person a PM (Private Message). To do this, after clicking on the reply button at the bottom right of the post you want to reply to and the editor pops up, click on the Reply arrow by the user’s avatar - as your image shows. A menu will pop up giving the option to send a private message to that user.
If you have a “How-to” category for your forum, you can create a Wiki post that can be added to from time to time explaining details such as this. Or you can create a new topic under this category for a more “individualized” way of explaining things. Instead of a “How-to” category, you can use a FAQ category to assist your users. But getting them to read such categories is another task altogether… your “side rant.”