The "Send to Messenger" button is a plugin which can be added on your Website. It allows you to convert website visitors to Messenger subscribers, for example people that read your blogposts.
To set things up, go to "Grow > Add Growth Tool > "Sent to Messenger" button".
The following tutorial shows how you set up the "Send to Messenger":
After setting up the After Action, save and activate the "Send to Messenger" Button to move on to the implementation: