You can archive your emails by using Outlook Data File (.PST) (aka Personal Data File) in Outlook. First of all, you need to create an "Outlook Data File". Then you can copy the email from any folder of your mailbox to the "Outlook Data File".
For Outlook 2024:Export email or Outlook items to an Outlook Data File (PST):
- From the Home tab, click File.
- Click Open & Export. Then click Import/Export.

- Choose Export to a file and click Next.

- Choose Outlook Data File (.pst) and click Next.

- Select the items you would like to export (e.g., you can select the mailbox if you want to archive all items) and click Next. (Note: Tick the option "Include subfolders" if there are any subfolders under each item.

- Choose the path and file name for the Outlook Data File (.pst) and click Finish.

- If you would like to set up a password to open the Outlook Data File, please enter it in the box and click OK to confirm. Otherwise, just leave it blank and click OK. (If you have set up a password, you will be prompted to enter the password).

- The system will start exporting the items you select. The process time depends on the size of the items. You cannot use Outlook during the process. Please don't close Outlook until the process finishes.
Note: Please disconnect the Outlook Data File (.pst) from Outlook beforehand If you have to copy the .pst to another location.
For Outlook 2019/2016:
Create Outlook Data File (PST):
- From the Home tab, click New Items -> More Items -> Outlook Data File....

- Specify whether the archive to store (e.g. D:\email_archive). And provide a file name for it. If you want to set a open password, remember to tick the option Add Optional Password. Then click "OK

- The "Outlook data file" will be displayed on the left panel.
- Right click the Outlook Data File and choose Data File Properties.

- Choose Advanced.

- Then enter the display name in Name box. If you want to modify the open password, click the Change Password... button to set your open password.
Note: The Outlook Data File can only be opened using Microsoft Outlook.