Firstly you can put messages into the interface parameter ET_MESSAGES of the interface methods GET_DATA, PROCESS_EVENT and CHECK_CONFIG in your feeder class.

There is the HR assistance class CL_HRESS_FPM_MSG_SERVICES whose methods you can use if you want to convert a table of messages of type BAPIRET2 or T100 to the format required by ET_MESSAGES.

Secondly you can write messages directly (and albeit individually) to the FPM message manager. Inside the FPM class (IF_FPM) that you instantiated at INITIALIZE, there is an attribute MO_MESSAGE_MANAGER of type IF_FPM_MESSAGE_MANAGER. You can use these methods of this FPM class attribute (e.g. method report_T100_messages) to write messages to the message handler (there are different methods for different message formats).