Hi Anju,
Do you want achieve it like the following screenshot?

If so ,you could send the file to user directly.
If you want to achieve that all users could edit the document on the conversation,you could use software called “teams“,you could refer to the following link about teams.
https://products.office.com/en-us/microsoft-teams/group-chat-software
Our forum focus on the skype for business on-premise,I am not fimilar about that, you also could open a thread on the O365 forum about this issue.
https://answers.microsoft.com/en-us/msoffice
Regards,
Leon Lu
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