Local folders in Mail App

Just purchased iPad Pro 2020, which according to Apple is my "next computer is not a computer."

Coming from both PC and Macbook, I use Outlook for mail for work. In both of those environments I am able to setup local folders (on my mac) to store emails I move into them.

How do I set up any mail app (happy to use Mail tough) to get local folders?

Or if there's a better alternative app that allows local folders on iPad Pro let me know.

Cheers.