In the left hand column of the Workspace select Saved Items from the top List.
Click the blue ? icon in the top right of the Saved Items window to view a Help video for this section.
There are three things you can add to Saved Items: Messages, Tasks, and Files.
To add a Message go to any message and hover over it to reveal the Bookmark icon to the right.
If you click the Bookmark icon again it will unselect and remove it from the Saved Items area.
In the same way when you hover over a Task in either the Board or List view it will show you the Bookmark icon you can click to add the Task to the Saved Items area.
Files can be added to Saved Items by going to the Files section in the Workspace or by looking at the Files in the About Sidebar.
Hover over the file name and select the Bookmark icon.
Remember that even your Private Tasks in the About Sidebar can also be added to your Saved Items and will display in the Task column of your Saved Items window.