Select Export to a file, and then select Next. Select File > Open & Export > Import/Export. pst file that you can restore later as needed and use by importing.
If you want to back up the message folders locally (in addition to keeping them on the server), you can automatically move or delete older items with AutoArchive or export the items to a. If you have an Exchange account, check with your admin about how to access your archived email. Exchange and IMAP servers automatically archive your email so that you can access it anytime or anywhere. If you are using email for work, you are most likely using an Exchange or IMAP account.