Click on the Messenger icon top right, then "See All in Messenger" bottom left, which opens up the program. Find the gear icon top left and click on it. You'll get a dropdown menu that includes the option "Archived Threads." You're there.
Click on the Messenger icon top right, then "See All in Messenger" bottom left, which opens up the program. Find the gear icon top left and click on it. You'll get a dropdown menu that includes the option "Archived Threads." You're there.