Well I was wondering if it was possible to send a welcome message only to new registered users via personal message users automatically like for telling them about what the forums and what the can do there?

yes it is!

Admin>general tab>messages and emails>private messages

about halfway down the private messages, you will see Allow welcome private message :
Click on the enable, and put in your message. And then choose the sender and save. Note, whoever you chose as sender, it will be sent from the PM of that account!

Thanks it worked perfectly.