No, that is not possible. I will never implement a feature which allows an admin to /read/ PMs of his users. And I do also not like the idea to provide a list of messages even when it does only contain senders and recipients. The idea is to keep users messages and connections as private and confidential as possible.
When someone is interested in such a list I suggest to write a CB plugin for that purpose but I will not release it together with uddeIM.
uddeIM & uddePF Development
CB Language Workgroup
CB 3rd Party Developer