Hello. When you turn on your PS3, scroll as far to the right as you can. (Where you message.) Then scroll up to 'Add a friend'
From there you create a message for them. When you have sent it, scroll down and you can see your avatar and theirs. (But it will say 'Waiting for friend request' or something similar.) Then when they accept, you can see them and if the dot is green next to their name, they are online.