To send the messages directly from the object's record page user can add the lightning component using below steps:
1. Select the salesforce object on which lightning component is to be added e.g.: Lead.
2. Click the gear icon on top and then select Edit Page.
3. On left hand side under Lightning Component, scroll down and click the Custom option.
4. Under the Custom option, now drag and drop the Send_SMS option to the right hand side as shown.
Once done with the drag and drop, it should look like below:
5. Click Save button once done.
A small confirmation message will be displayed as below just beside the Save button.
7. Now click the Back button.
9. After clicking Back button, page should look like below ready to send the message with side component.
This should complete adding the lightning component on the page.
Note: If above Custom drop down doesn't show any option then user need to follow below steps, to add the domain.
1. Deploy My Domain link.
2. Enter the domain name and click Check Availability button.
3. Below message will be displayed:
User will receive an email once the domain is ready to use.
4. Refresh the current page if not done automatically when below alert is displayed:
5. Now click Loin button and the click Deploy To Users button, click OK when prompted.
6. It will look like below once done.