Hi @Junyu 

Please find my comments below:

1. How to setup Live agent chat in Virtual agent - https://docs.servicenow.com/bundle/quebec-now-intelligence/page/administer/live-agent/task/configure...

2. When the Agent create Ticket from that live agent chat, all the conversation happened are stored in the work notes/comments section of the ticket. 

3. All conversations and messages are stored in the Conversation table [sys_cs_conversation] and Conversation Messages table [sys_cs_message].