You can add to favorite any messages and have direct access to the conversation. Here is how to do that.
First, select the message you want to add to favorite.
You will see in right side the view opened. Click "Favorite" button.
You will see the message is highlighted.
Then you can open the list of favorites of the chat by click "Favorite" button in info view.
You can also open all favorite messages by clicking "Favorites" in side menu.
Click cross icon in the top-right corner of each message to remove from the message.