If you can clearly see it’s a scam, spam, or someone wants you to do a job that’s against Fiverr’s terms of service (which includes things that are against 3rd party terms of services as those automatically aren’t allowed on Fiverr either, like opening accounts for other people), you can report the message (and/or user when you click their profile).
I assume Fiverr bans scammers if it’s clear for them to see they are, and issues a warning to spammers, so those have the chance to stop and stick to the rules or probably will be banned too if they keep spamming.
If someone is new and just doesn’t know how to add a payment method, how to place an order, …, you can give them a link to the relevant article in Fiverr’s Buyer Help Center and/or explain. If they still can’t figure it out then, well, then you can’t help them.
To recognize messages that won’t lead anywhere right at the start of a conversation, isn’t often easy but it often helps if you on your part ask the right questions as early in the conversation as possible and make clear what your gig does or does not offer and be clear about the price, that often will cut otherwise long fruitless conversations short.
You can also preemptively give them links to whatever you think they may have an issue with from their conversation or/and if they seem to be new to Fiverr.
Experience also helps with all that, and increases over time.