To access SMS-Magic Converse on Lightning, you must have My Domain enabled. It enables you to use Lightning components in Lightning component tabs, Lightning pages, the Lightning App Builder, or standalone apps.

Register a subdomain with the My Domain wizard and then deploy it. For more information about registering subdomain, see (Admin Guide – Salesforce Topic link) If you don’t do it, then custom component cannot be added on other objects record page layout and other sections.