If the message was sent through the Canvas inbox, then go to the Inbox and change "Inbox" to "Sent".
Messages sent through the "message students who" capabilities show up in the Inbox / sent folder.
If the message was part of a submission or assignment comment, you may be able to choose "Submission Comments". However, my submission comments for all of my courses only includes a small fraction of the comments I've made. Normally you will need to go to the particular assignment in the gradebook (open grade detail tray) or SpeedGrader and then you can find the comments.
If your message was sent through regular email and not Canvas, then you will need to look at the sent folder for your email program.
In general, there is not a place (that I am aware of) that will give you all communication with a student on a single screen without. The New Analytics will tell you how many messages you've sent a student, but does not provide the text of them. Even in the inbox, you may need to look through multiple emails, but that's where the search box comes in handy.
