For the avoidance of doubt, you can do all the good stuff mentioned above in triggers or scripts. A radio message (like when you press 0-0-1 to bring in the tanks) activates a trigger (Radio Alpha in this case) which of course you can use to start a script.
It is quite possible to use conditions in scripts to make the radio messages appear/disappear. (In general of course you will have to use a trigger to make sure the script is running at the time.) Check out the bottom of the official command ref for hints on how to do this. Basically you use a questionmark and a colon for "If ... then" commands. So in your script you would have something like
? dude1 distance tank2 <=17:1 setradiomsg "Help!"
but don't quote me on the syntax.
I didn't know you could add messages to the map screen, how do you do that? If you mean objectives appearing you can make them come and go as much as you like, can't remember the commands but there's a very good wee tute, by snYpir I think, on this site.