Click or from people you’ve previously sent messages to.
You can also click conversation.
Find the message with the shared item, then click it.
The item opens in the corresponding app.
Control-click the shared content, then choose Pin.
You can pin content you shared with someone or that someone shared with you.
For more information, see the Messages chapter of the user guide for Share notes and foldersView photos, videos, and audio in Messages on Mac