Note: A Flag can be applied to both sent and received messages in order to mark them as important.
For instance, let’s take a received message.
Go to the message-right –click-menu as directed by the arrow from the figure below.
Your message is successfully set as the important one with a red-colored flag symbol in it.
To filter the flagged messages from your Chat area.
Go to the Advanced-Data-Filters as directed by the arrow from the figure below.