• To save the chat messages from the current training, select Download chat messages.
• To download chat messages from the current and all future trainings, enable the Automatically download chat messages setting.

Result: The chat log is automatically saved to your computer's Downloads folder (if you're on the web) or your computer's Documents folder (if you're on the desktop app). Any pinned messages will appear in the Pinned messages category at the top of the downloaded file.