Just as you can send iMessages from the Contacts app, you can do so from the Finder too.

Right-click on any file or folder, and choose Share from the contextual menu that comes up. You can share files via AirDrop, email, and various social media services, depending upon the filetype. But nearly any file can be shared via iMessage.

Select the Messages option, and a popover appears for you to compose your message. If you really want to send the file, of course, you can go right ahead and do so. But if you're just looking to fire off a quick iMessage without first launching the Messages app, you can delete the file attachment from the message body, compose your message, and send it on its way.