The WHISPER command is used to communicate with a person with some expectation of privacy. Yes, that is "some" expectation. Whispers may occasionally be overheard by other people.
To whisper, simply use the whisper command followed by a person's first or last name, then what you wish to say.
Example: whisper timothy I saw what you did.
Result: You whisper to Timothy, "I saw what you did."
Note that the whisper command is entirely in character and should not be used to communicate out of character. In particular, you cannot reliably communicate private OOC information with this command, because whispering is not reliably private. The only command available for speaking out of character to other players in the room is OOCSAY.