After clicking the Compose button, you are presented a few options.
At the top you can select the course that you which to send it to and add the subject to the message. Also at the top you have a check box on whether to "Send an individual message to each recipient" or not. This functions like CCing or BCCing in an email. If you leave the box unchecked, then it is like CCing your recipients on an email and they can hit reply all. If you check this box then it functions like BCCing your recipients where they cannot hit reply all and cannot see the other recipients.
If you click Select Course then you are presented with the choice between Favorite Courses and More Courses. Once selecting one of the courses you have the choice to pick everyone in there or specific people.