Which page in wordpress has got the code for that contact page?
Wordpress doesn't include a message page. You can either need to code one yourself or download a wordpress plugin.
Here is a wordpress plugin: Contact Form 7
Also, this isn't programming related.
Contact Page 7 is excellent.
and you might look into the Small Contact Page wordpress plugin (note: it uses tables).
or use Google Docs' form or use Wufoo which enables you to definitely easy embed with other sites.