Let's say bob says
Hi and Alice says
Hello, With the knowledge of
g, how can we encrypt those message using Diffie-hellman or any ECDH
If you look at the Wikipedia page of Diffie–Hellman key exchange you will see that, the algorithm is actually a key exchange protocol.
That is; two parties agree on a new key such that any of the two parties doesn't know before the protocol.
We use this protocol to generate a new key, and transfer the messages by using a symmetric encryption algorithm like AES with the generated key.
If you are looking for an encryption based on the Diffie-Hellman assumption you should check ElGamal Encryption