The tin woodman did not think he had a heart because the witch cut off all his human parts and became made out tin but the man who built his tin forgot to give him a heart
During the story he showed he did not have a heart by not finding love but he thought did not have any feelings or he could not find love but eve if he didn't notice he cared about Dorothy
The wizard did not give him a heart but he gave the tin wood man a clock heart so when he got that he thought he had a real heart and was convinced he can find love which he already could even if he didn't have that ticking heart clock.
After they killed the Wicked Witch of Of The West they were going to go back to Oz but the Winkies begged the Tin Woodman to rule them and the Tin Woodman said yes to ruling the Winkies.
I think the message the reader should get from this story is that friendship is a great thing and nothing can break it apart so even if you need help your friends can always help you.