There are two ways to do so.
1) Buy an SMS modem (Siemens M20 or similar) and connect it to the RS232 serial port. Use MSComm control to access the modem. Send apropriate AT commands to the modem to login to a service provider and then to send as many SMS as your SIM card allows.

2) Make use of an internet SMS service. Depending on the provider you'd have to deal with one or more HTML forms to fill in. You will possibly use the WebBrowser control or even INET control. Here nearly everything depends on what provider you are using.