On Twitter, how do you (see rest of queston please!).?

On Twitter if someone is following you and your not following them and they message you, where do you see the message they sent you? Like an "@johnsmyth" (your johnsmyth) Your not following the person who sent it to you, understand?

One other thing I was wondering about Twitter was, how does Twitter as a company make any money? I never see any ads on it or anything! Thanks.