Select the Inbox
Select the Group from the dropdown that contains the outbound number for the message, or select All Groups to search Conversations started from all outbound numbers you have permission to use.
Search for the Contact
Search for the Contact in the search field at the top of the column under the Inbox dropdown:
Please Note
Inbox search supports searching by first name, last name or phone number, but not a combination (e.g. first and last name).
Select the Conversation
Click on the Conversation to reveal the individual messages.