My thought is that when I place the message to any directory .i.e:home folder , company folder ….etc this message will appear to me when I log into it . is that correct?
There is no out-of-the-box integration between Alfresco and SMS/MMS systems. If that's something you need, you'll have to write it yourself. You would need some sort of SMS/MMS bridge or listener (I have no idea if such things exist or how they work). Once the message hits that, you could use CMIS or one of the other Alfresco API's to put the message in the Alfresco repository.