Here's an overview video of the process:
https://www.loom.com/share/a6bf07de5b6849db8d7bfa0a0d8c51a4
And here are the written instructions 😀
1. Choose 'Inbox' from the Messaging menu on the left
2. Click on the search icon, that resembles a magnifying glass, in your Inbox card
3. Type the first name, last name, phone number, or email address of a contact into the search bar to search for an existing conversation