Follow these steps to add messages to a mail file using the Mail Files window:
Select the headers of the mail messages that you want to move or copy.
Choose Mail Files from the File menu to display the Mail Files window.
Select a mail file in the Mail Files window scrolling list.
If the desired mail file is in a subdirectory, double-click SELECT on the subdirectory to display its contents in the scrolling list.
Choose Move Message into Mail File or Copy Message into Mail File from the Save menu.
The selected messages are moved or copied to the selected mail file.