Your application should read the .FS files found on the system partition where Bluestacks is installed. Additionally, you can install a file manager to archive the WhatsApp folder then move it to the PC using Dropbox or a similar service. It's not possible to directly work through the Bluestacks application unless you develop a mouse automation script to work through Bluestacks.
You can find the FS files in the following location: c:\ProgramData\BlueStacks\Android\