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Do one of the following:
Drag the messages to a mailbox in the Favorites bar or Mail sidebar.
Click the Move To button
on your Mac, select one or more messages.
Do one of the following:
Press and hold the Option key while you drag the messages to a mailbox in the Favorites bar or Mail sidebar.
Control-click the messages, choose Copy To, then choose a mailbox.
If you have an Use the Touch Bar on Mac