Do new users still get a welcome PM in 7.1 - and where can I change this?

threads directory -> languages -> english -> adduser.php

You can edit that via the control panel or download, use a text editor, upload. Either will work.

FYI, this question has been answered over several threads; in the future please use the "search" functionality.

As for editing language strings, should you know even a part of the language data you want to edit, you can enter the language editor and "search" for the string, then an edit link will come up next to every occourance, so you can take and edit the item and submit the data.

Actually I searched multiple times and nothing came up.

I searched "change welcome pm" "change welcome message" etc etc