Teams one-on-one and group chats are journaled through to the respective users' mailboxes, and all standard channel messages are journaled through to the group mailbox representing the team. Therefore, "eDiscovery" in the Security & Compliance Center would be your answer, probably along with "Legal Hold" depending on the expectations and needs of litigation in your company.
Please check out articles linked below for more information:
- Manage eDiscovery cases in the Security & Compliance Center
- Conduct an eDiscovery investigation of content in Microsoft Teams
- Place a Microsoft Teams user or team on legal hold