with the following code
\documentclass{book}
\usepackage[T1]{fontenc}
\usepackage[english]{babel}
\usepackage{titletoc}
\titlecontents{chapter}
[0em]
{\vspace*{\baselineskip}}
{\mdseries \contentslabel[\thecontentspage] {0mm} \hspace*{1.4em} \chaptername
\,\,\thecontentslabel \\
\hspace*{2em} \itshape \vspace*{0.3\baselineskip}}
{\mdseries \thecontentspage \hspace*{1.2em} \itshape}
{}
[]
\titlecontents*{section}
[0em]
{}
{\footnotesize \thecontentslabel~}
{}
{\footnotesize,~\thecontentspage}
[~--\ ]
[]
\begin{document}
\tableofcontents
\chapter{Events and Probability}
\section{Composite Events}
\section{Composite Events}
\section{An Application of Composite Events}
\section{Probability}
\section{The Probability of an Unknown Constant}
\section{A Confirmation}
\setcounter{page}{277}
\chapter*{Conclusion}
\addcontentsline{toc}{chapter}{Conclusion}
\end{document}
how can I align the left left margin of sections titles with the chapter title? I'm able to line up with an eye, but obviously it's a very bad idea... thanx
PS
Now I realize another problem. The starred chapter is not aligned with the other titles. why?

PS2
i add an image of that I'd like to obtain
PS 3 With this complete code
\documentclass{book}
\usepackage[T1]{fontenc}
\usepackage[english]{babel}
\usepackage{newpxtext,newpxmath}
\useosf
\usepackage{microtype}
\usepackage{titletoc}
\usepackage[margin=3cm,heightrounded]{geometry}
\usepackage{showframe}
% book -- titletoc patch: https://tex.stackexchange.com/a/454553/134574
\usepackage{etoolbox}
\makeatletter
\patchcmd\@part
{\thepart}
{\protect\numberline{\thepart}}
{}{\FAIL}
\makeatother
\makeatletter
\titlecontents{part}
[0em]
{\addvspace{1.5pc}\filcenter}
{\large\partname~\thecontentslabel\endgraf\bfseries}
{\large}
{} % without page number
[\addvspace{.5pc}]
\titlecontents{chapter}
[0em]
{\vspace*{\baselineskip}}
{\mdseries
\llap{\hb@xt@\@pnumwidth{\hfil\thecontentspage}\quad}\chaptername~\thecontentslabel\\
\vspace*{0.3\baselineskip}%
\itshape
}
{\mdseries
\llap{\hb@xt@\@pnumwidth{\hfil\thecontentspage}\quad}%
\itshape
}
{}
[]
\titlecontents*{section}
[0em]
{}
{\footnotesize \thecontentslabel~}
{}
{\footnotesize,~\thecontentspage}
[~--~]
[]
\begin{document}
\renewcommand*\contentsname{\hfill\mdseries\huge Indice}
\tableofcontents
\part{Setting up of a Business}
\chapter{Events and Probability}
\section{Composite Events}
\section{Composite Events}
\section{An Application of Composite Events}
\section{Probability}
\section{The Probability of an Unknown Constant}
\section{A Confirmation}
\chapter*{Conclusion}
\addcontentsline{toc}{chapter}{Conclusion}
\clearpage
\chapter{Events and Probability}
\section{Composite Events}
\section{Composite Events}
\section{An Application of Composite Events}
\section{Probability}
\section{The Probability of an Unknown Constant}
\section{A Confirmation}
\setcounter{page}{277}
\chapter*{Conclusion}
\addcontentsline{toc}{chapter}{Conclusion}
\end{document}
the page margins and the index margins are different. Why? Index is narrower as page.... You can see it in the picture under



\addcontentsline{toc}{chapter}{Conclusion}they look aligned... Can you please expand your MWE so that it shows the misalignment? – Phelype Oleinik Oct 16 '18 at 13:07