How do I retrieve deleted messages

Go to Settings > Your Name, iCloud, Media & Purchases

Tap iCloud

Are Messages turned on (green)

If yes and you deleted messages, they are gone

If no, and you have a backup made from before you deleted the messages, you can restore your iPhone from that backup, but your phone will be restored to the date the backup was made, meaning messages sent or received after the date of the backup will be gone.

fay241 wrote:

How do I retrieve a deleted message

from here Restore your iPhone, iPad, or iPod touch from a backup - Apple Support assuming you have one and you didn't sync to icloud.