Messages to and from your recipient will be displayed on the customer record under the message history list. This includes inbound messages to a dedicated number, and replies to an outbound message that you may have sent. This history will include unsolicited messages received from your contacts, so long as the sending number is saved in the contact profile.
In the customer record, click on Messages in the menu:
You will then be presented with a full list of sent and received messages relating to that customer and all associated contacts. You can view individual messages by clicking on view on the left hand side:
You can also see a printable history of messages by clicking View History in the top menu:
Just click Print in the resulting window to print your message history: