Unlinked conversations show in the "Unlinked" filter under the top level Messages tab where you can manually link them to a claim.

To link a message to a claim, just click on the "Link to Claim" button and select the relevant claim. Claimable will provide suggestions based on factors such as the references included in the subject line and how trusted the sender is.
​
You can also manually sort and search to find a specific claim to link the conversation if the suggested claims are not correct.
​