Messages Location
Every user has access to his personal dedicated inbox, where all conversations which users belong to are listed.
The user is able to open any conversation and send replies from this page.

The location of inbox is required to be set can be set in Better Messages settings page in WP Admin.

If the chosen location is anything other than a regular WordPress page — any integration-embedded inbox (BuddyPress / BuddyBoss / Ultimate Member / FluentCommunity profile tabs, WooCommerce My Account, LearnPress / Tutor LMS / MasterStudy account pages, Houzez / RealHomes / Directorist / Classified Listings / Motors dashboards, etc.) — and Guest Chat is enabled, a second picker appears for the Guest Messages Page: a regular WordPress page where guests (and logged-in users) can reach the messenger directly. See Guest access → Guest Messages Page.