Pinned messages can be found in the local information tab of each conversation. Click the Pinned header to expand the section:
Pinned messages, unlike starred messages, are visible to everyone in the group. Pin a message any time you think it’s important and relevant to the entire group. Pinned messages by any member will be added to the pinned messages list.
Anyone in the group can pin and unpin any message. To pin and unpin a message, see this helpful article.
If you mouseover a message in the list, a menu will appear. Clicking the hand will cause Connect to automatically jump to the message location in the chat history, so you can easily reference the context.
Note: pinned messages are only available locally. There is no global list of pinned items.