She sent me a message telling me to come right away.

Literal

She [topic-は] me [to-に] right-away come [quotative-とのN] message [object-を] sent-over.

Three pieces worth noting. (1) 来い is the bare/rough imperative of 来る ('come') — short, abrupt, masculine in register, used in commands or in quoted instruction. (2) との is the modifier-form of the quotative: と (quotative) + の (genitive). すぐ来いとの便り = 'a message that says "come right away"' — the と quotes the imperative, and の attaches the quoted phrase as a modifier of 便り ('message'). (3) よこす is a verb meaning 'send over (to the speaker),' with a slightly gruff or informal tone — used for sending letters, messages, or even people in a way that pulls them toward the speaker.