On startup, you will be presented with the Voice Log screen (below), found in the Activity tab, which will display everything that the CoPilot tells you as you go about your session.
The last voice communication will also be displayed at the bottom of the screen, when in any panel (except for Settings).
Occasionally it may also show an INFO message that it does not announce:
As a helper in certain situations that would in regular use be repetitive, eg. Telling you to drop to a NAV beacon when in an HGE system
If the list of items in its speech queue starts to build (as certain conditions such as combat can be fairly “chatty” if options are enabled and there is a lot going on)