Select the message text, then right-click on it and select Copy. After that, hit the + button on the top right, select the contact(s) that you want to forward the message to, then right-click on the "Type message..."/compose box and select Paste. Lastly, hit the send button to send/forward the message.
The web/desktop app doesn't have a specific option to forward since it is so much easier and quicker to copy and paste. There really isn't a need for a forward button.