In order to send direct messages from Webex to your colleagues on Microsoft Teams, you'll have to sync your Microsoft Teams account so that Mio can relay your message back and forth.
Your colleagues who use Microsoft Teams will be able to chat with you as if you were also on Microsoft Teams. You'll be able to chat with them while staying in Webex.
Linking your Microsoft Teams account to your Webex account
You should have received a message like this one below from the Mio bot:
Click the Sync my account button.
Sign in to your Microsoft Teams account that your organization has provided for you. This will be the only time you need to sign in to Microsoft Teams.
That's it! You should see this message from the Mio app once the accounts are successfully synced.
Try searching for a colleague who uses Microsoft Teams and sending a direct message.
This is what they'll see:
You can now stay in Webex and direct message with your colleagues who use Microsoft Teams.