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