Hello Christo,

In outlook, if you do not have the preview viewer on: go in to a message, move to the top of the text of the message, hit shift + tab until you reach the attachments, hit control + a to select all attachments, hit control + c to copy the attachments, then open a file explorer session, go to the directory you want to the message to go in, and hit control  + v to paste the message in the directory you wish.

I am not sure if this works inside the preview viewer.