Go to your home screen, then swipe left for the app list. Find "messaging" and long press it to bring up a menu. Pick "pin to start". If you have a long enough app list, tapping on 'a', 'b', etc. will let you jump between letters (e.g. 'm' for messaging).
Basically, the home screen tiles act as pinned shortcuts or widgets. If you pin your settings it behaves like a shortcut. If you open your weather app and pin different cities, you can have these tiles show the weather conditions and forecast for each place and so on. Unpinning something from the home screen will not uninstall it. That can only be done from the app list.