Play Store or App Store. The new feature allows you to send photos and video messages directly to other users. You have the option to send it to a single user or to a group of users that can include up to 15 users. The feature also allows you to send direct message to user whom you are not following. Additionally, you can also see who has viewed your messages and who has not. The feature also allows for threaded comments on the photo/video you have shared. Though, if you have to send another photo/video you have to start afresh with a new direct message.
Instagram unveils Instagram Direct, a direct photo and video messaging feature
