Twitter has the following kinds of messages:

1. Normal messages that go into the stream along with everything else
2. @replies, these also go into the stream, but are directed at another user and only show up to others when they have the recipient as a follower. This is a way to have a small reply thread
3. Direct messages. These are private, similar to PMs here.

All of these are visible on the twitter.com page and in every client. Sucks that you missed out on the free iPad, hopefully this will help if you try for other twitter contests.