Besides conversations, Teams also supports one-to-one and group chats. These chats can be initiated from the chat icon in the top pane (see 1 in the following screenshot). You can type the name of the individual(s) you would like to chat with (see 2 in the following screenshot). Your conversations are only seen by the participants of the chat. Any files that you share in these chats will be saved in OneDrive and shared with the participants: