I’ve tested that ERPNext currently only available to message a single user or broadcast to all the users.
Can I have the choice that select multiple users to send the message instead of to single or to all users?
Or how can I customize it to make this work?
Not available out of the box at present. You may post your customization as a request along with sponsorship for integrating this feature on Issues · frappe/frappe · GitHub
Messaging module is par of Frappe Framework available under ERPNext.