Enable the Chat History Feature

If you see the green shield icon, copilot will not give you access to your chat history yet. You will need to log out, then log back in again. 

Click on your avatar to log out. Then log back in again. Check that you now see a shield outline. You now have access to your chat history.

Chat History in Edge

Click on the three horizontal dots next to New chat. This will allow you to access your chat history.

All Other Browsers

Use the doorway with an arrow icon located directly under your avatar to open your chat history.